Murray is a fourth-generation coal miner. His father was  paralyzed in a mining accident when Murray was 9 years old. As a miner himself, Murray experienced two accidents on the job. He currently lives in  Moreland Hills, Ohio with his wife, Brenda Lou Moore. They have three grown children. ^{[2] [3]}

Murray says that following his father's accident, he lied about his age so he could work in a coal mine at the age of 16 and provide for his family. Murray says that he suffered through several mining accidents, including on one occasion being hit in the head with an 18-foot (5.5 m) beam made of  steel . ^[4] Murray says he has one scar running from his head down his back from a separate accident and at one time was trapped in a dark mine for 12 hours before being rescued. ^[4]