The daughter of an American father and a Filipina mother, Murray grew up in Australia, Pennsylvania, and the Philippines. She received her B.A. in art history from Mount Holyoke College in 1989 and her M.A. in English and creative writing from The University of Texas in 1994. She also completed post-graduate study in fiction from The University of Texas in 1994. She has previously been a Roger Muray Writer-in-Residence at Phillips Academy (Andover, Massachusetts) and was published in Ploughshares, Ontario Review, and the New England Review. She was also the fiction judge for the Drunken Boat’s First Annual Panliterary Awards.

Murray currently lives in western Massachusetts, where she is on the fiction faculty at University of Massachusetts Amherst (along with Chris Bachelder and Noy Holland).