 Born about 1600, Murray was son of William Murray (1561?–1616), minister of Dysart, Fife, by his wife Margaret.The father was a younger brother of Alexander Murray of Woodend, and was descended from a younger son of the family of Dollarie, which was a branch of the house of Tullibardine.William's uncle, Thomas Murray, took his nephew to court when a boy, and educated him along with Prince Charles.