Murray has written columns for publications such as Standpoint and The Wall Street Journal. He is the author of Neoconservatism: Why We Need It (2005), Bloody Sunday: Truths, Lies and the Saville Inquiry (2011) about the Bloody Sunday Inquiry, The Strange Death of Europe: Immigration, Identity, Islam (2017) and The Madness of Crowds: Gender, Race and Identity (2019).