Andy and his wife, Ruth, have three children (all hockey players): sons Brady Murray and Jordan Murray, and daughter Sarah Murray. Brady played college hockey at North Dakota and was a fifth round draft pick of the Los Angeles Kings in 2003 while his father was head coach. Jordan Murray played college hockey at Wisconsin and daughter Sarah Murray played college hockey for the Minnesota–Duluth Bulldogs women's ice hockey program. All three of the Murray children hold US–Canadian dual citizenship and played professional hockey in Switzerland.