Murray, a native of Halifax, Nova Scotia, studied music and philosophy in Canada before coming as a Rhodes Scholar to Magdalen College, Oxford. After a postgraduate year in Paris and a brief stint in Edmonton, Alberta, he moved to London to become a lecturer in philosophy at Birkbeck College.
He taught philosophy at the University of London for many years, while simultaneously continuing his music and writing. He played piano professionally and won awards as a young man in Canada; he also composed piano music, according to the newspaper.
FT arts editor Jan Dalley writes that Murray continued to play piano until he broke his little finger while hauling his bag off a luggage carousel when on a reporting trip for the paper. She writes that the Financial Times will miss his "elegant and incisive prose, his insights and his expertise, and especially the never-failing passion for his subject that has always shone through his critical writing and informed his judgments. Throughout his long career he has been a particular champion of new music and emerging talents."