He first joined the English service of Radio Luxembourg in 1949 or 1950 as one of its resident announcers in the Grand Duchy, and remained there until 1956. Back in London, and now calling himself "Pete" rather than "Peter", he continued to be heard frequently on Radio Luxembourg for many years, introducing pre-recorded sponsored programmes. He also presented popular music on the BBC Light Programme, particularly in the programme Pete Murray's Party from 1958 to 1961, and co-hosted one of BBC Television's earliest pop music programmes, the skiffle-based Six-Five Special (1957–1958); other regular presenters were Jo Douglas and Freddie Mills. He was a regular panellist on the same channel's Juke Box Jury (1959–1967). He was the "guest DJ" on several editions of ABC-TV's Thank Your Lucky Stars (1961–1966) and he later hosted Come Dancing. He was among the first regular presenters of Top of the Pops when it began in January 1964.
Murray was one of the original BBC Radio 1 disc-jockeys when the station started in 1967. By 1969, he was one of the mainstays of BBC Radio 2, where for over ten years he anchored the two-hour magazine show Open House five days a week, heard by 5.5 million listeners. One April Fools' Day he pretended that the show was being televised. In 1973 and 1976, he was voted BBC Radio Personality of the Year.
In 1980, Radio 2 moved Pete Murray from weekday to weekend programming. In 1981 he began a move into more serious, speech-only radio with a stint as presenter of Midweek on BBC Radio 4.
In 1984, he started afresh as a presenter for LBC, a local talk radio station in London. He later won the Variety Club of Great Britain award for his show. He introduced his last programme there on 22 December 2002, and has not broadcast regularly since. In August 2008, however, he returned as a presenter on an Internet-only station, UK Light Radio.
He married a woman called Germain in Luxembourg in 1952 but they divorced. He was in a relationship with Valerie Singleton, before marrying Patricia Crabbe, a former barrister. He once broke down on live television after his son, Michael Murray James, who had been a pupil at Wycliffe College, also an actor, committed suicide at the age of 27, and afterwards he gave talks on coping with family tragedy.
In politics, Murray declared himself a Conservative Party supporter in 1983. He is a lifelong teetotaller. In 1983 he appeared as a guest newspaper reviewer on the BBC TV's early morning magazine show Breakfast Time. During an outburst he told viewers how to vote at the upcoming election, and claimed that "a vote for Labour is a vote for communism. May God have mercy on your soul if you don't vote Conservative". At the end of 1983 the BBC cancelled his radio shows, describing his style of broadcasting as too old-fashioned. Murray himself blamed his outspoken support of the Conservative Party as the reason behind his dismissal.