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.
He is the man who led the campaign to save Hearts Football Club from administration - winning over fans across Edinburgh.