Murray was born in Merstham, Surrey, UK. A keen journalist from a young age, he wrote for his local papers while still at school and presented his own television show in Northamptonshire, Murray on Monday, at the age of sixteen. Murray would report and comment on local sporting events. His passion for writing and sport, specifically football, culminated in his first book Millwall: Lions of the South (1988), a history of Murray's beloved and unfashionable Millwall F.C.
