After going undrafted in the 2012 NBA draft, Murry joined the Los Angeles Lakers for the 2012 NBA Summer League. He spent August and September in Turkey and Israel before returning to the United States. On November 2, 2012, he was selected with the 15th overall pick by the Austin Toros in the 2012 NBA Development League Draft. Three days later, he was traded to the Rio Grande Valley Vipers. During his rookie season, he played 46 games in total for the Vipers, averaging 8.3 points, 2.5 rebounds, 2.8 assists and 1.6 steals per game.
In July 2013, Murry joined the Houston Rockets for the Orlando Summer League and the New York Knicks for the Las Vegas Summer League. On September 11, 2013, he signed with the Knicks. On January 29, 2014, he was assigned to the Erie BayHawks. He was recalled the next day. On January 31, 2014, he was re-assigned to the BayHawks. He was recalled the next day.