Murphy attended Yale University where he played tackle for the school's football team. He was selected as an All-American at that position in 1895. In 1894, Murphy was injured in the Harvard–Yale football game that became known as the "Hampden Park Blood Bath." The game had become increasingly brutal with the introduction of mass formation. In the 1894 game, four players on each team suffered serious injuries, resulting in the cancellation of the football rivalry between the two schools. Murphy was left unconscious for five hours in a hospital as a result of the beating he took in the game.
In addition to football, he also played on the Yale baseball team during his junior year. He graduated from Yale with a Bachelor of Arts in 1897.