Murray began his career with Rangers, where he won the domestic treble in 1992/93. He left Rangers in 1996, joining Swiss club Sion and winning the Swiss League and Cup double before moving to Lorient in France a year later. He then returned to Scotland for a short spell at Dundee United, before signing for German club Mainz 05. During his two years there, he had a short loan spell in England with Grimsby Town. Murray came back Scotland permanently in 2002, signing for Falkirk before playing his final season in professional football with Ayr United.
