Murray was appointed Commanding Officer of the 2nd Battalion Royal Inniskilling Fusiliers, stationed in India, in October 1901, but never took up this position. He was deployed to Northern Transvaal in February 1902[4] where he was seriously wounded in April 1902[13] and mentioned in despatches once more in July 1902.[14] After the end of hostilities in South Africa, he returned to England in June 1902,[15] and became Assistant Adjutant-General at Headquarters 1st Division at Aldershot on 3 November 1902.[16] Promoted to colonel on 29 October 1903,[17] he was appointed a Companion of the Order of the Bath in the King's Birthday Honours 1904[18] and a Commander of the Royal Victorian Order on 12 June 1907.[19]