George was the only son of Sir George Evelyn Pemberton Murray and his wife, Muriel Mildred Elizabeth Beresford-Hope. He was born in London on 7 January 1907. His father was a distant cousin and heir to the 9th Duke of Atholl.

He was educated at Eton and Matriculated in 1925. He graduated with a 4th in History in 1928.

On 25 August 1930, he married the Hon. Angela Pearson, third daughter of the 2nd Viscount Cowdray.

They had three children, George Ian 1931-1996, John Colin born in 1933 who survived only a year and another son who died shortly after birth.

He joined the Scottish Horse (Territorial Army) and was their commanding Officer when he was killed only nine days before the capitulation of the Germans in Italy, fighting for "a cause he always in his heart thought just and right."

He is buried in the Argenta Gap War Cemetery Plot II, F, 19.

He is commemorated on the Campbell-Preston stone at Ardchattan Churchyard, Achnaba. His wife had remarried in 1950, Lt. Col R.M.T. Campbell-Preston of Ardchattan. The Memorial Park and playing field at Blair Atholl were donated by her in memory of Lt-Col George Anthony Murray and his comrades who fell in the Second World War. She died in 1981.

He was awarded the Order of the British Empire (O.B.E.).

His son, Ian succeeded as 10th Duke of Atholl in 1957 and died, unmarried in 1996.