Shortly after dodging arrest Murray was introduced to mixed martial arts, and he competed in his first fight on 5th of December 1999 at an event called "Millennium Brawl" that was held at Hemel Hempstead Pavilion. His opponent was Rob Hudson, and Murray knocked him out in the first round, prompting event promoter Andy Jardine to say, "He was so quick they called him 'Lightning' Lee Murray."
