Murray did much of his most influential climbing in the period just before WW2. 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:

To my astonishment, he [the German tank commander] forced a wry smile and asked in English, 'Aren't you feeling the cold?' ... I replied 'cold as a mountain top'. He looked at me, and his eyes brightened. 'Do you mean — you climb mountains?' He was a mountaineer. We both relaxed. He stuffed his gun away. After a few quick words — the Alps, Scotland, rock and ice — he could not do enough for me.

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.

His autobiography, The Evidence of Things Not Seen, was completed on his death by his wife Anne B. Murray (née Clark), who also contributed some of her poetry. The title was that of one of final chapters of Mountaineering in Scotland where Murray quoted a passage from the KJV translation of the New Testament which states that "faith is the evidence of things not seen" (Epistle to the Hebrews, chapter 11, verse 1).

A quotation by Murray is widely misattributed to Johann Wolfgang von Goethe. The following passage occurs near the beginning of Murray's The Scottish Himalayan Expedition (1951):

... but when I said that nothing had been done I erred in one important matter. We had definitely committed ourselves and were halfway out of our ruts. We had put down our passage money... booked a sailing to Bombay. This may sound too simple, but is great in consequence. Until one is committed, there is hesitancy, the chance to draw back, always ineffectiveness. Concerning all acts of initiative (and creation), there is one elementary truth the ignorance of which kills countless ideas and splendid plans: that the moment one definitely commits oneself, then providence moves too. A whole stream of events issues from the decision, raising in one's favor all manner of unforeseen incidents, meetings and material assistance, which no man could have dreamt would have come his way. I learned a deep respect for one of Goethe's couplets:

:Whatever you can do or dream you can, begin it.

:Boldness has genius, power and magic in it!

The "Goethe couplet" referred to here is from an extremely loose translation of Goethe's Faust lines 214-30 made by John Anster in 1835.

Non-fiction

• Mountaineering In Scotland (1947) ISBN 1-898573-23-9
• Rock Climbs:Glencoe and Ardgour (1949)
• Undiscovered Scotland: Climbs on Rock, Snow, and Ice (1951)
• The Scottish Himalayan Expedition (1951)
• Story of Everest (1953)
• Highland Landscape: A Survey (commissioned by the National Trust for Scotland) (1962)
• The Craft of Climbing (1964)
• Hebrides (1966)
• Companion Guide to the Western Highlands of Scotland (1973)
• The Islands of Western Scotland (1973)
• The Scottish Highlands (1976)
• The Curling Companion (1981)
• Rob Roy MacGregor — His Life and Times (1982)
• Scotland's Mountains (1987)

Fiction

• Five Frontiers (1959)
• The Spurs of Troodos (1960)
• Maelstrom (1962)
• Dark Rose the Phoenix (1965)
• The Real Mackay (1969)