- Relocated from Bethesda, MD., to California during his adolescence.
- Is the stepson of producer Donald P. Bellisario, who produces the TV series NCIS, in which Murray has a role.
- His stepsister, Troian Bellisario, has appeared in NCIS as Murray's character's sister.
- Acting debut in the 1991 TV movie Backfield in Motion.
- Early theatrical films included 1990's Hamlet (in which he played Guildenstern) and two 1993 films, Hocus Pocus (in which he was transformed into a cat) and This Boy's Life.
- Holds a dual U.S. and Australian citizenship.
- Is a computer buff, and has built computers in his spare time. He sometimes acts as an on-set NCIS consultant for technical scenes.
- Carrie James — Wife
- Caitlyn Melissa Murray — Daughter
- Troian Bellisario — Stepsister
- Vivienna — Mother
- Donald P. Bellisario — Stepfather
- River James Murray — Son
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