Murray was born in Barnsley in Yorkshire and attended Barnsley Girls High School, a grammar school, leaving with A levels in French, English and History. She has a degree in French and Drama from the University of Hull.
Murray joined BBC Radio Bristol in 1973 before becoming a reporter and presenter for local news programme South Today. She was a newsreader and later one of the presenters of the BBC's Newsnight television programme for two years from 1983 before moving to Radio 4 to present the Today programme. She took over from Sue MacGregor as presenter of Woman's Hour in 1987. She has also presented Radio 4's The Message and written for magazines and newspapers including the Daily Express and the Daily Mail.
She has also written books, including The Woman's Hour: A History of Women Since World War II; Is It Me or Is It Hot In Here: A Modern Woman's Guide to the Menopause; That's My Boy and Memoirs of a Not So Dutiful Daughter.
On 21 December 2006, Murray announced at the end of Woman's Hour that she had been diagnosed with breast cancer. She informed her audience that her prognosis was good; she did indeed return early in 2007. She reported that the most emotionally upsetting moment was losing her hair, and used this as an item on the centrality of hair to definitions of femininity.
Murray was appointed Officer of the Order of the British Empire (OBE) for services to broadcasting in 1999 and Dame Commander of the Order of the British Empire (DBE) in the 2011 Birthday Honours.
In March 2012 she was awarded an honorary degree from the University of Salford to recognise her contributions to the media industry as well as the growing links between the University and its neighbours at Salford Quays.
In November 2007 it was announced that Murray had been named Patron of British medical research charity, Breast Cancer Campaign. She is also patron of the Family Planning Association, vice president of Parkinson's UK and a supporter of the British Humanist Association.
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