But the rookie decided the opportunity to coach Otago United this season was too good to turn down.
Murray replaces former coach Malcolm Fleming, who stepped down after two seasons in the job citing a need for change on the board.
For the 36-year-old schoolteacher, it is a rapid rise through the ranks. Murray had only just taken over the coaching reins at Caversham - replacing another Fleming, Steve Fleming - this year.
He guided the South Dunedin club to the semifinals of the Chatham Cup but never anticipated he would be coaching Otago United so soon.
While he was hesitant at first, he eventually came around.
"I'm excited but it is pretty daunting," he said.
"But I've got a good team around me which is going to help."
Murray has enlisted the help of experienced coach Andy Duncan as his assistant and, with the respected football brains of Neil MacKenzie, Matt Scoles and Tim Horner also expected to chip in, he is confident he has plenty of support around him.
"It is a very good opportunity and it is a chance to start fresh for Otago United with a new approach. So, if I could get the right people around me, then the challenge was there to accept."
As for whether Otago United will be competitive or not, that is another question. The team will not look outside the region for talent this season and will instead rely on local players to fill the roster.
It is shift from the past and it is not a universally popular decision, especially with Malcolm Fleming. He believes the region does not have enough talent to be competitive, and also warned exposing young footballers to the league before they were ready could prove detrimental.
And in a final salvo, he suggested the organisation needed more business-minded people on the board if it wanted to improve its financial situation.
Chairman Dave Lamont accepted the situation was not ideal but said the organisation could not afford to pick players from outside the region.
He also felt it was the right time to start strengthening the path ways between the youth development programme and the elite programme.
So where does that leave Murray and his management team?
Well, it certainly shapes as a tough season and Murray knows there could be some short-term pain. But he believes the policy to pick local players will prove rewarding.
"I think the value of having players come in from out of town, and what Malcolm has tried to do in previous years, has worked pretty well.
"But, from our point of view, it is about alignment and bringing in those players that have gone through the [youth development programme].
"Caversham and Dunedin Technical are the two top teams in the South Island ... so the players are there. What I think we suffer from is players come and go with university. When players finish their degree they look to move out of Dunedin, so it is about trying to keep those players for a little bit longer."
Murray, who was raised in Dunedin, played junior football for Dunedin City and had stints with both Roslyn and Caversham.
He also played for University-Mt Wellington and East Coast Bays while teaching in Auckland.
He has coached junior representative teams and led the Otago National Youth League team for the last two seasons.
The ASB Premiership gets under way in late October.
