Murray was born and raised in Wilmette, Illinois, the fifth of nine children of Edward J. Murray II, a lumber salesman, and Lucille Collins,[1] both Irish American Catholics. Three of Murray's siblings are also actors: John Murray, Joel Murray, and Brian Doyle-Murray. A sister, Nancy, is an Adrian Dominican Sister in I… Read more

Murray was born and raised in Wilmette, Illinois, the fifth of nine children of Edward J. Murray II, a lumber salesman, and Lucille Collins,[1] both Irish American Catholics. Three of Murray's siblings are also actors: John Murray, Joel Murray, and Brian Doyle-Murray. A sister, Nancy, is an Adrian Dominican Sister in Illinois. Murray graduated from Loyola Academy. He went to Regis University in Denver, Colorado before dropping out to pursue his comedy career.