Murray did much of his most influential climbing in the period just before World War II. He climbed on many occasions with the slightly older J. H. B. Bell.
At the outbreak of World War II, he joined the Argyll and Sutherland Highlanders and was posted to the Middle East and North Africa. He was captured south of Mersa Matruh during the Western Desert Campaign in a retreat to El Alamein in June 1942 by a tank commander from the 15th Panzer Division who was armed with a machine-pistol. A passage in Mountain magazine (#67, 1979) describes the moments after his capture:
He then spent three years in Prisoner of War camps in Italy (Chieti), Germany (Moosberg, Brunswick) and Czechoslovakia (Marisch Trubeau Oflag VIII-F). While imprisoned, Murray wrote a book entitled Mountaineering in Scotland. The first draft of the work was written on the only paper available to him – rough toilet paper. The manuscript was found and destroyed by the Gestapo. To the incredulity of his fellow prisoners, Murray's response to the loss was to start again, despite the risk of its loss and that his physical condition was so poor from the near starvation diet that he believed he would never climb again. The rewritten work was finally published in 1947 and was followed by the sequel, Undiscovered Scotland, in 1951. Both concentrate on Scottish winter climbing and were widely credited with helping to inspire the post-war renaissance in the sport. Though written in an evocative, rather pantheistic, style, somewhat too romantic for modern tastes, they are of significant literary value.
Murray was deputy leader to Eric Shipton on the 1951 Everest Reconnaissance Expedition, but failed to acclimatise at altitude and so was not included in the 1953 team. He also explored part of the Api group in Nepal with John Tyson in 1953. He was an active campaigner to protect wilderness areas of Scotland from ill-considered development. In 1961, a major success was the defeat of plans to build a hydroelectric scheme in Glen Nevis.
He won many awards, including the Literary Award of the U.S.A Education Board, an honorary doctorate from Stirling University and the Mungo Park Medal for Himalayan exploration. He settled with his wife, Anne B. Murray (née Clark), in Argyll.