After a brief tenure cheerleading for the Michigan Panthers in the now-defunct United States Football League, Murray took to the bodybuilding stage in 1985. She rose quickly through the ranks, soon winning contests at the state and regional levels.
In 1989, she earned her professional status at the IFBB North American Championships. Murray soon became a regular presence in bodybuilding magazines and a favorite subject of photographer Bill Dobbins who focused extensively on her in his books The Women and Modern Amazons.
On November 24, 1990, Murray succeeded six-time champion Cory Everson to become Ms. Olympia, a title Murray would hold for most of the following decade. She appeared in such mass-market publications as Sports Illustrated, Ebony, Mademoiselle, and Vanity Fair, as well as in Annie Leibovitz’s photo essay Women. Murray’s physique became the standard against which professional female bodybuilders are now judged – an hourglass figure, with broad shoulders tapering into a V-shaped torso mirrored by a proportionally-developed lower body.
Murray lost the Ms. Olympia title to Kim Chizevsky in 1996, and went into retirement after finishing second to Chizevsky again in 1997. However, after four years of retirement she returned to the Ms. Olympia stage, and won two more Ms. Olympia titles in 2002 and 2003. She finished second in the heavyweight class to Iris Kyle in 2004, and again retired from competition.
Murray has done color commentary for bodybuilding events on ESPN.