And now he has become Scotland's only Labour MP by retaining his Edinburgh South seat in the face of an SNP landslide in the Westminster election.
As the chairman of the Foundation of Hearts, a supporters group which helps to fund the club via monthly donations, Mr Murray had a central role in getting the club out of administration.
He was first elected for the seat in 2010 after serving as an Edinburgh councillor between 2003 and 2010 for the capital's Liberton and Gilmerton ward.
Mr Murray has served in parliament as a Parliamentary Private Secretary and Shadow Business Minister. Up until the election in May he was the Shadow Minister for Trade and Investment.
Murray was born to a cooper father and shop worker mother in August 1976.
Brought up in the Wester Hailes area of Edinburgh, he went to Dumbryden primary school, then Wester Hailes Education Centre.
Mr Murray studied social policy and Law at Edinburgh University and graduated with an Honours degree at the age of 20.
He worked to fund his studies with a part-time job in a local fish and chip shop, where he then set up and ran a pizza delivery service.
After graduating in 1997, Mr Murray worked in financial services before setting up an internet television station.
He then started his own event management business running large festival events.  He has also owned a small bar and hotel business, running several premises.
In 2004, Mr Murray organised a charity concert for a Landmine Free World with artists Billy Bragg, Chrissie Hynde, Steve Earle, Joan Baez and Emmylou Harris, which raised more than Â£100,000.
Mr Murray, who lives with his partner Hannah, also organised a student exchange programme in Nepal to fund school buildings and staff.

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16 July 2015 Last updated at 07:09 BST
Later this year, Britain's first European Space Agency astronaut Tim Peake will be blasting off to the International Space Station, where he will live for six months.
As part of his mission the UK Space Agency are running lots of different activities for kids to find out more about space.
We caught up with some of those taking part at a special space conference to see what they love about space.

The group wants to hold the events on 4 March in Locharbriggs - where it is based - and nearby Dumfries.
Dumfries and Galloway Council's licensing panel is being asked to issue permission for both events.
However, a parish priest in Dumfries has objected to the march saying it has "no reason whatsoever, historical or otherwise" to be held in the town.
The council has to be consulted by anyone wishing to hold any public procession.
The Locharbriggs Loyal Orange Lodge wants to stage one march through Dumfries at 15:30 on Saturday 4 March lasting for about 45 minutes.
It would follow a route along New Abbey Road, Laurieknowe, Galloway Street, Buccleuch Street, High Street, Shakespeare Street and Nith Place before ending at the Dock Park.
The second procession - starting at 18:00 - would take place for about half an hour through Locharbriggs.
It has been estimated that 75 people would take part in the Dumfries procession and 50 people in the Locharbriggs one.
Fr Jim Hayes of St Teresa's RC church has made a representation against the marches.
He said he was "dismayed" to see a procession being brought into the "heart of Dumfries".
He said he hoped marches of this kind by "any group of any persuasion" would "disappear from Scottish life altogether".

The 22-year-old made two senior appearances while at Craven Cottage and had loan spells at Shrewsbury and Portsmouth.
After leaving Fulham, he spent the 2015-16 season at Dagenham & Redbridge, playing 38 times in League Two.
Last season, Passley made 13 appearances in National League South for Whitehawk.
Find all the latest football transfers on our dedicated page.
He is the man who led the campaign to save Hearts Football Club from administration - winning over fans across Edinburgh.
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From rovers to rockets, the UK Space Agency has been showing us how the UK has helped with space exploration.
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An Orange Lodge in southern Scotland is seeking approval for two processions to mark its 25th anniversary.
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National League side Dover Athletic have signed former Fulham defender Josh Passley on a one-year deal.