He was first under fire with the 3rd Guards in Flanders, and participated in the campaigns of 1793 and the two following years, being present at the affair at St. Amand, sieges of Tamars and Valenciennes, attack of Lincelles, investment of Dunkirk, &c.; and he accompanied the army on its retreat through Holland and Germany.

In 1795 he served as aide-de-camp to Major-General A. Campbell on the expedition to Quiberon Bay; and in the autumn he proceeded to the West Indies with the force under Sir Ralph Abercromby. Having returned home in ill health, he continued on the Staff of Major-General Campbell, first in North Britain, and then in Ireland.

In the year 1799 Lieut.-Colonel Murray was employed in the Quarter-Master General's department of the army under the Duke of York in Holland; and he was wounded in the action on the Helder. He subsequently embarked from Cork for Gibraltar with part of the force destined to be employed under Sir Ralph Abercromby in the Mediterranean; and, being again placed in the Quarter-Master General's department, he was ordered to precede the army to Egypt, for the purpose of making arrangements for the debarkation of the troops. He was present in the action on the landing of the force, in the affairs of the 13th and 21st March, 1801, at the siege of Rosetta, and the investments of Cairo and Alexandria.

From Egypt Lieut.-Colonel Murray proceeded to the West Indies, where he served for twelve months in the situation of Adjutant General.

Returning home, he was, in the early part of 1803, appointed one of the Assistant Quarter-Masters General at head-quarters; in November, 1804, he was appointed Deputy Quarter-Master General to the army in Ireland.

While holding that commission he was detached, as Quarter-Master General, with the expedition to Stralsund, and likewise with the force employed under Lieut.-General the Earl Cathcart at Copenhagen. He resumed his duties in Ireland; and in 1808 was again detached, as Quarter-Master General, with the force sent to the Baltic under Lieut.-General Sir John Moore; and when these troops proceeded to Portugal, Lieut.-Colonel Murray accompanied that force, and was engaged at the battle of Vimiera, at Lugo, and Villa Franca, as well as at Corunna, and his services as a staff officer were particularly alluded to and commended in Lieut.-General Hope's despatch containing the account of that victory.

In the year 1809 Colonel Murray was appointed Quarter-Master General to the army under Lieut.-General Sir Arthur Wellesley, but returned home in 1811, and in May of the following year was appointed Quarter-Master General in Ireland, where he remained until September, 1813, when he again proceeded to the Peninsula, and served there at the head of the Quarter-Master General's department until the close of the war, participating in all the important operations of that eventful period, and evincing all the talents which are indispensable in a staff officer with an army employed in such arduous and trying circumstances: he received a Cross and five Clasps for his services in the field.

In June, 1814, Major-General Sir George Murray was appointed Adjutant-General to the army in Ireland, a situation which he vacated in December following for the purpose of undertaking the governorship of the Canadas; but on the resumption of hostilities in the spring of 1815, he quitted America for the purpose of joining his former companions in arms. He did not, however, succeed in reaching the army until the allies had entered Paris; but he continued to serve on the Continent, with the local rank of Lieut.-General, until the return of the Army of Occupation to England, in 1818.

In August, 1819, Lieut.-General Sir George Murray was appointed Governor of the Royal Military College; in March, 1824, he was nominated Lieut.-General of the Ordnance, and in March, 1825, he proceeded to Dublin as Lieut.-General, commanding the forces in Ireland, where he remained till the year 1828, and in September, 1829, he received the appointment of Governor of Fort George in North Britain.

Sir George Murray's career was not, however, limited to his military employments. Having sat in two successive Parliaments as member for his native county of Perth, he was offered the seals of office as Secretary of State for the Colonial Department, which he accepted, and held from 1828 to 1830. His merits and talents, whether in a military or political point of view, were thus kept in view by the Duke of Wellington, then Prime Minister. In 1834 and 1835 he filled the situation of Master-General of the Ordnance, and in 1841 that appointment was again conferred upon him, and he continued to hold it till within a short period of his decease, which occurred on the 28th July, 1846.