2009-10: Matt Murray played in 40 games for the Thunder Bay Kings midget minor team in his hometown. He was 32-5 and had six shutouts with a1.71 goals against average. Thunder Bay represented Northwestern Ontario in the 2010 OHL Cup and in three games Murray was 2-1 with one shutout and a 2.67 save percentage.
2010-11: Drafted by Sault. Ste. Marie in the second round (35th overall) of the 2008 OHL Priority Draft, Murray skated in 28 games for the Greyhounds in his first OHL season and was named to the Canada Ontario squad for the 2011 U17 World Hockey Challenge. Playing alongside former Ottawa 67's goalie Chris Perugini, Murray made the bulk of his starts in the middle of the season and finished 8-14 with one shutout and had a 3.79 goals against and .887 save percentage. The Greyhounds missed the OHL playoffs – finishing last in the West Division.
2011-12: The season was a bit of a roller coaster for Murray. He opened the season as the starter for Sault Ste. Marie and was ranked second amongst North American goaltenders in Central Scouting's mid-term rankings. After winning nine of his first 13 starts, Murray did not win a game in four November starts and had just four wins the rest of the season. Dallas prospect Jack Campbell, acquired in early November, made the majority of the starts for the Greyhounds as they pushed for a playoff spot (the Greyhounds finished one point behind Windsor for the final spot in the West Division). Murray slipped to 18th in Central Scouting's final rankings prior to the 2012 NHL Draft before he ended his season on an up note. Starting all seven games for Canada's bronze medal-winning squad at the 2012 U18 World Junior Championship, he was 4-3 with a 2.72 goals against and .910 save percentage. Murray was selected by Pittsburgh in the third round (83rd overall).