Billy Murray was born in Philadelphia, Pennsylvania, to Patrick and Julia (Kelleher) Murray, immigrants from Ireland. His parents moved to Denver, Colorado, in 1882, where he grew up. He became fascinated with the theater and joined a traveling vaudeville troupe in 1893. He also performed in minstrel shows early in his career. He made his first recordings for a local phonograph cylinder company in San Francisco, California, in 1897. In 1903 he started recording regularly in the New York City and New Jersey area, when the nation's major record companies as well as the Tin Pan Alley music industry were concentrated there.
In 1906 he recorded the first of his popular duets with Ada Jones. He also performed with Aileen Stanley, the Haydn Quartet, the American Quartet (also known as the Premier Quartet), and Elsie Baker, in addition to his solo work.Nicknamed the Denver Nightingale, Murray had a strong tenor voice with excellent enunciation and a more conversational delivery than common with bel canto singers of the era.
Murray's popularity faded as public taste changed and recording technology advanced; the rise of the electric microphone in the mid 1920s coincided with the era of the crooners. His "hammering" style, as he called it, essentially yelling the song into an acoustic recording horn, did not work in the electronic era, and he had to learn to soften his voice. Though his singing style was less in demand, he continued to find recording work. By the late 1920s and early 1930s, the music from his early days was considered nostalgic and Murray was in demand again.
Murray made his last recordings for Beacon Records on February 11, 1943. He retired the next year to Freeport, Long Island, New York, because of heart problems. He died at nearby Jones Beach of a heart attack in 1954 at the age of 77. Murray had married three times, the first two ending in divorce. He was survived by his third wife, Madeleine, and was buried in Holy Rood Cemetery in Westbury, Long Island.