The goalkeeper was promoted to the top tier with Wolves in 2003, as well as being part of the squad in 2009, and holds them in the highest of regards when looking back on his career.
The 2003 success is particularly special for the 36-year-old, whose Man of the Match display against Sheffield United ended years of exile from the top division, making it extra special for the former apprentice.
“That whole season was amazing,” he admitted. “I was playing with my mates, we were fantastic, especially after Christmas, and it culminated in the day Cardiff.
“Everyone says it, if you can go up that way, it’s the best way. To be involved in the day which lots of Wolves fans say is the best day of their life is wicked - I love it.
“I’d been at Wolves since the age of nine and we’d never been in the top division. I’d seen the near misses, so I knew what it meant to the fans and the club to get promoted.”
It’s a feeling Murray wants to see replicated at Molineux this term under Nuno Espirito Santo’s guidance, and he can spot similar successful traits between the current squad and the ones he won promotion with.
“There are similarities to both teams,” he added. “Dave Jones had some good players who were managed well and now it looks the same.
“With Mick (McCarthy), it was a young, hungry group of players wanting to make a name for themselves, like Michael Kightly and Matt Jarvis went on to do.
“It looks like there’s a real togetherness at Wolves, with everyone coming into the squad and doing a job.”
Unfortunately, Murray’s career has an element of what might have been, after the England Under-21 stopper was restricted to a solitary top flight appearance, before injuries took their toll.
“I remember walking down the steps at the Millennium and someone asked what it felt like to be a Premier League goalkeeper. I knew I had a little hernia but I thought it was nothing serious.
“I got mismanaged with my foot by a specialist who gave me the wrong information. That’s the bit which is hard, I had parts of my career robbed.
“You wish certain people you’d met in your life had come along earlier, as I believe I’d still be playing now at 36, just coming towards the end.”
Having been at the club since the age of nine, Murray admits adapting to life after football was a difficulty he only got over with time and patience.
“It’s been well documented, it’s hard. From nine years of age I’d been told exactly what to do, train today, play tomorrow, then you’re off. Then all of a sudden you’re not a footballer anymore, what do you do?
“Wolves were fantastic, they helped me with my badges, let me coach in the academy. I was able to make that transition and I had lots of lovely messages from the fans, which gave me a lift.
“Now seven or eight years on I’ve reinvented myself, I’m still in the game and I’m blessed. As a player, I feel I didn’t achieve what I was capable of so in my coaching hopefully I will.”
Murray, who harbours hopes of one day coaching at Molineux, is now working with the Barnsley academy as a goalkeeper coach and as a pundit on Sky Sports, keeping him involved in the game.
On Wednesday the former goalkeeper will be at Molineux as a half-time guest as Wolves face Leeds United, and he likes what he’s seen from Nuno’s men so far this season.
“I saw Wolves against Shrewsbury and was a bit concerned, but then watched the game against Fulham for Sky and was blown away.
“I’m really excited about what I’m seeing and it’s going to be fantastic on Wednesday. Leeds got a good result on Saturday but we’re flying. I always love coming back to Molineux,” he added.
Murray will be in WV1 prior to kick-off on Wednesday and although the area is sold out, hospitality remains on sale until 5pm today.
Also, John McAlle will be hosting the WV1 Restaurant for Saturday’s Bolton game, of which there is very limited hospitality. Call 0871 222 2220 (Option 4) or email corporate@wolves.co.uk to enquire.