Born in Cambridge, Murray initially signed for Cork City on loan in 2002, under former manager Liam Murphy, from Peterborough United. One year later, he signed permanently for Cork. During his time on Leeside, he scored vital goals in European competition against Malmö FF in the UEFA Intertoto Cup (2004), Apollon Limassol in the UEFA Champions League qualifier in 2006 He is Cork's highest scorer in European competition. He was booked twice in their run during the 2006 UEFA Champions League qualifiers, once for an imitation of an Apollon Limassol player diving, and secondly during Cork's home game against Crvena Zvezda, when over-eagerly recovering a ball from an opposition player for a throw-in. This saw him miss the away leg in the Marakana, with his replacement being the untested Brian O'Callaghan.