Murray started Cam Ward in goal and reunited the line of Mike Cammalleri, Eric Staal and Justin Williams on Saturday and watched as they all played a part in Canada's 4-1 semifinal win over Sweden.
Canada plays Finland for the gold medal on Sunday.
The Finns knocked off heavily favoured Russia 2-1 with an overtime goal from Mikko Koivu.
It set up a chance for Finland to win just its second ever gold medal at the world championship. Canada will be playing for its 24th and Murray will be after his third as coach.
He's been full marks so far. Cammalleri and Staal each scored in the first period after being put back on a line with Williams while Ward made 29 saves against Sweden. Goalie Dwayne Roloson had started Canada's quarter-final win over Switzerland.
Jonathan Toews and Rick Nash also scored on Saturday for Canada, which has yet to lose in eight games here.
Johan Davidsson replied for Sweden, the defending champion who beat Canada in the semifinal last year.
Murray couldn't have drawn up a much better first period than the one his team had on Saturday.
The Canadians killed off an early penalty before scoring on a power-play opportunity of their own. Cammalleri curled off the side boards and beat Johan Backlund with a wrist shot at 11:05 while the goalie was being screened by Williams.
A pair of highlight-reel goals stretched the lead to 3-0 before the period was out.
Toews had Davidsson all over him when he pulled the puck out from the side of the goal and swept it around Backlund at 12:23 as he was being knocked to the ice. It was the teenager's second goal of the tournament.
Eric Staal then snuck behind the Swedish defence and was sent in alone with a long stretch pass from Cammalleri. He shook off defenceman Per Hallberg and made a deke move on Backlund before sliding the puck between the goalie's legs.
The Swedes were reeling and Ward made sure they didn't get anything to build on when he nicely gloved a hard point shot from Dick Tarnstrom 20 seconds before the intermission. The Swedish defenceman threw his head back in frustration.
A good break got Sweden back to 3-1 at 6:13 of the second period. Davidsson's weak shot went off the skate of Canadian defenceman Shea Weber and through Ward's legs. It was his seventh goal of the tournament.
But Nash got the backbreaker on a rush after a Swedish turnover. He came in on a 2-on-1 with captain Shane Doan and beat Backlund through the legs with a hard wrist shot at 15:17. The goal seemed to deflate the Swedes, who had been generating some chances.
Canada cruised through the third and started looking ahead to Sunday, where they can win the country's third gold medal in five years.
In the earlier game, Koivu's overtime goal came on Finland's 19th shot of the game. He lifted Russian goaltender Alexander Eremenko's stick, stole the puck and slid it into the empty goal to stun the loud sellout crowd at Khodynka Arena.
The Finns played a patient game while handing the high-flying Russians their first loss of the tournament. The host country has not won world championship gold since Russia in 1986.
Finland general manager Jari Kurri wasn't surprised by his team's upset victory.
"The difference in countries these days is so little," said a smiling Kurri. "One good day, one bounce, can change a lot."
Notes: Canada is guaranteed to earn its fourth medal in five years . . . Canada has a record of 28-24-5 all-time against Sweden at this event . . . Cammalleri wore Canada's rotating alternate captain's 'A' . . . Murray's record while coaching Canada at the world championship is 26-3-4.