Kilmacrenan, County Donegal born centre forward Jimmy Murray began playing football with noted Glasgow East End junior club Shettleston Juniors, before returning to Ireland to begin his senior football career with Derry Celtic in 1903. He spent a successful few seasons as inside-left with Distillery, claiming Irish League (1905-06) and Irish Cup (1905) medals and scoring in a 1905 2-0 Co. Antrim Shield win over Linfield. He also scored a hat-trick against his old club Derry Celtic in a League match in November 1905 and gained his first representative honour in October 1905 when he played for the Irish League in a 4-0 defeat by the Football League at Hyde Road, Manchester.
On the 28th April 1906 Murray played for Linfield against Aston Villa as a move towards signing for The Blues. However such a move did not take place as he went back to Glasgow in search of work. Setting up residence in the Glasgow area he turned out for Shettleston Juniors for a couple of seasons before being spotted by Motherwell.
Murray signed with Motherwell where he hit an astonishing goalscoring run that fired the normally struggling ‘Well to mid-table security and a place in the Scottish Cup quarter-finals. Murray’s 19 goals in 22 appearances earned him a place in the Ireland side for the 1910 Home Nations games and he made his Irish international debut in a 1-1 draw with England. On the 12th February 1910 he became the first player to be capped when playing for Motherwell (Charlie Robertson became the first Scottish International at Motherwell on the 5th March 1910). In late-March 1910 he moved to First Division Sheffield Wednesday and it was while with The Owls that he claimed his final of his 3 Ireland caps, in a 4-1 defeat by Wales at Wrexham.
Murray made his Football League debut for The Wednesday at Bradford City in March 1910, scoring twice in 8 appearances before the season end, and then twice more in 5 appearances in the remainder of 1910, but finding opportunities limited at Hillsborough, he returned to Ireland in May 1911. He played a few matches back with Derry Celtic in 1911-12 before rejoining Motherwell. He failed to make the grade back at Fir Park and returned to Ireland.