Murray joined the United States Army Air Forces in 1943 with the desire to "live long enough for Thomas Mann to finish the last volume of Joseph and His Brothers." In 1946, he transferred to the United States Air Force Reserve and enrolled at New York University on the GI Bill, where he received an M.A. in English in 1948. During this period, he became acquainted with Duke Ellington and solidified his close friendship with Ralph Ellison.
