It had seemed an ill-fitting decision for a man who could have been expected to play on for a few more years to step into the vacancy at Dumbarton, yet since his appointment in November he has tailored the gap at the bottom of the Irn-Bru First Division to better suit his club's ambitions of survival.
Consecutive wins at the turn of the year have helped draw them to within three points of a relegation play- off place. The visit of Dunfermline Athletic was an interruption to their progress but Murray will find positives within the narrow defeat as well as reassurance that he has taken the right path.
He had become something of a swagman since leaving Hibernian in May. Trooping around the United States and Scotland, plus a trial at Dunfermline, failed to prompt any offer of work for the season. His response to their rejection came in the form of an uncomfortable afternoon for the Fife side at the Bet Butler Stadium.
It could have been a more unsettling experience, of course, had Dumbarton not been undone by a moment of flawed defending inside the first minute; Andy Graham missed a clearance and Andy Barrowman turned the ball into the net at the back post.
It was the sort of slackness which might have persuaded Murray to reach for his boots, and not only to aim a punitive kick at his defender's behind.
It is tempting to imagine what difference the former defender might have made on the pitch, given that his cv is punctuated by spells at Rangers and Norwich City, as well as six Scotland caps.
A dug-out can offer shelter to a player-manager whose body is growing tired of competitive action but Murray is not reaching for the tartan rug just yet. At 31, he has shown little inclination to take a more active interest in games, instead opting to stalk the touchline on a Saturday dressed in a suit and jumper.
Murray has always come across as a thoughtful sort – aside from a questionable choice of haircut for a match against Hearts – and has found it better to assess his team from the sidelines.
What he has seen is a squad left fragile by a poor start to the season and whose vulnerability is exacerbated by their part-time status. They have been tested by a congested run of fixtures over the festive period and Murray may try to freshen his squad this month, after Hibs youngster Scott Smith joined on loan last week. "We could sense a little bit of tiredness in the warm up," said the manager.
Any immediate disappointment was also tempered by recent wins over Falkirk and Morton, a side Dunfermline have usurped at the top of the league on goal difference. It is a balance which will prove heartening to players who have had one eye on their bank statements while financial problems dog their club.
The focus will return, for now at least, to their title aspirations. There are still those among the squad able to recall how they successfully escaped the league two years ago but their latest win was better served by more youthful figures, with teenager Shaun Byrne particularly effective in midfield. "Shaun caught the manager's eye; he has shown a good attitude," said defender Andy Dowie.