Murphy was born on November 9, 1965, in Indianapolis, Indiana, where he was raised in an Irish Catholic family. He attended Catholic school from first through eighth grade, and graduated from Warren Central High School in Indianapolis. He has described his mother J. Andy Murphy as a "beauty queen who left it all to stay at home and take care of her two sons". She wrote five books and worked in communications for over 20 years before retiring. His father worked in the newspaper industry as a circulation director before he retired after 30 years.