The Canadian coach's team has gotten off to a good start at the IIHF World Hockey Championship, but it's clear that he'd rather spend three hours in a Moscow traffic jam than take any credit for the early success.
Murray has even suggested that the coach's role is "overrated."
"I think it's always all about the players," he said Saturday during a day of rest for the Canadian team. "I think too often coaches are willing to take credit for success. It's the players who determine whether there is that success in the first place.
"And most coaches know that."
The comment says a lot about what kind of coach Murray is.
He's been reluctant at times to talk about the contribution of individual players during the tournament and has little interest in talking about his own job. It's all about the team.
While racking up a 4-0 record heading into Sunday's game against the Czech Republic (12:15 p.m. ET), there has been plenty of evidence to suggest that the strategy has been embraced by the Canadian players.
Credit for that should go to Murray and assistants Gerard Gallant and Mike Johnston.
"We all have egos," said forward Jamal Mayers. "It's not easy to get 23 guys thinking the same way.
"The coaching staff has done a fantastic job of getting us prepared and keeping us all focused on the same things."
After playing the Czechs, Canada finishes the qualifying round against the U.S. on Monday. Wins in both those games would give Canada the top spot in its group and ensure a weaker quarter-final opponent.
Even with a spot in the quarters already wrapped up, there is still plenty to play for.
"We want to give ourselves the best possible chance of succeeding," said defenceman Dan Hamhuis. "These are big games."
Mayers and Murray have been through big games together before.
The forward has played for Murray in St. Louis since the veteran coach took over for the fired Mike Kitchen in December. He also played under the coach on a Spengler Cup team more than 10 years ago.
Mayers chuckled when asked if Murray's contribution to this Canadian team was as unimportant - or "overrated" - as the coach had earlier claimed.
"No, not at all," said Mayers. "Obviously the players have to play the game but we need help to get things organized. We can't do it on our own."
One of the systems the Canadian team has been using is something Murray calls the "Wedge." It looks a little like the trap - something Slovak Miro Satan says he'd never before seen a Canadian team play.
To put it simply, the players will forecheck if they enter the offensive zone and the opposition's defence isn't facing back up the ice. The Canadian players hang back if the other team has already retrieved the puck.
It's a system Murray uses in St. Louis. He's found it pretty easy to transfer to the team here.
"These guys are pretty smart," said Murray. "It's different for some of them to do that. But when you can show them that it's effective . . . they take it and they go. It's a pretty receptive group.
"Fortunately, the coaching staff's had a little bit of success in this tournament so guys go, 'Maybe he does know what he's talking about."'
Indeed, Murray's international resume speaks for itself. He coached Canada to gold at the 1997 and 2003 world championships and has won a record six medals at the Spengler Cup.
But the 55-year-old says there is no secret to coaching internationally. The job doesn't change as much as one might think.
"I approach it the same way whether I'm coaching a peewee team, the Blues or Team Canada," said Murray. "You do whatever you can to help your players succeed."
They seem to appreciate it so far. Hamhuis enjoys Murray's straightforward and simple style.
"He doesn't overprepare us," said Hamhuis.
Murray thinks of himself as someone who cares about his players and puts them first, but can still be very demanding.
Those two approaches don't conflict.
"They both go together because ultimately you want your players to succeed," said Murray. "Sometimes you have to be hard on them to show them the way."
So far, it's all going to plan.