In his first season with the club, Murphy made 16 Premiership appearances, starting on 9 occasions. At the end of the season Murphy appeared in both the Premiership final and Heineken Cup final. Murphy started the Premiership final against Gloucester as Leicester won 44–16, with Murphy scoring one of Leicester's tries. He also started the Heineken Cup final against London Wasps, only his second ever appearance in a European match. The opposition scrum-half on the day was Murphy's former Munster teammate Eoin Reddan. The Tigers came out second best, losing 25–9 at Twickenham. In his second season with Leicester, Murphy featured in fewer Premiership games, but played more often in European matches. He played in 13 2007–08 Premiership games, starting 8 of these as Leicester finished in fourth, but made it to the final. Murphy did not feature in either the semi-final or the final as Leicester lost to Wasps. In Europe, Murphy started six games for the Tigers and came off the bench in another in the 2007–08 Heineken Cup as his side came second in their pool, but missed out on the knockout rounds. Murphy left Leicester Tigers in 2008 and returned to Ireland, joining the western province of Connacht. Murphy moved to Connacht ahead of the 2008–09 season. He made his debut for the side in the 2008–09 Celtic League against Welsh side the Ospreys on 5 September 2008, starting for Connacht and playing the full match. Murphy made 16 appearances in the league that season, starting in all but one of these games. Murphy made his European debut for the province on 10 October 2008 against French side Dax in the 2008–09 European Challenge Cup. He started in six games for Connacht in the cup as they finished as runners-up in their pool and made it to the quarter-finals of the competition. In the 2009–10 season, Murphy continued as Connacht's first choice scrum-half. He played in 14 of Connacht's 18 games in the 2009–10 Celtic League, starting all but two of these. At European level, Murphy played in all of Connacht's 2009–10 Challenge Cup games as they reached the semi-final, being beaten 19–12 at the Sportsgrounds by Toulon. In the following season, Murphy played in 21 of Connacht's games under new coach Eric Elwood in the 2010–11 Celtic League, which had been expanded to 12 teams. Murphy played in all six of Connacht's games in the 2010–11 Challenge Cup, starting five of them, as Connacht failed to make it past the pool stage.