Murphy first reached the final stages of a ranking event at the 2002 World Championship, hosted at the Crucible Theatre, where he lost 4–10 to Stephen Hendry in the first round. In the 2002–03 season, he reached the final stages of the Scottish Open, where he was defeated 3–5 by Drew Henry in the first round, and the World Championship, where he lost 9–10 against Ken Doherty on the final black in the first round.