Murray was a candidate in the Republican primary for Governor of Wisconsin twice.[5] In 1942 he challenged incumbent Julius P. Heil, coming in second in a three-way race, with 95,908 votes to Heil's 136,980 and 32,740 for a third candidate; reporters speculated that Murray's high results in normally Progressive districts were the product of mischievous votes from Progressives (who did not have a contest on their ballot line).[6] Heil went on to lose to Progressive Orland Steen Loomis in the general election.[7] In 1944, rather than run for re-election, Murray challenged Acting Governor Walter Samuel Goodland, and came in third in a five-man race.[8]