Murphy began the 2011–12 season ranked number seven. He could not defend his Wuxi Classic title, as he lost 3–6 against Ali Carter. Murphy reached the semi-finals of the Australian Goldfields Open, but lost 2–6 against eventual champion Stuart Bingham. At the Shanghai Masters Murphy reached the quarter-finals, but lost 4–5 against Mark Selby. Murphy's next tournament was the Brazil Masters, where he defeated Graeme Dott 5–0 in the final. Murphy also participated at the Premier League and ended the league stage with two wins and four losses. As a result, he did not advance to the play-off. Murphy then reached the quarter-finals of the UK Championship, but lost 3–6 against Ricky Walden. He also participated at the Players Tour Championship, where his best results came at the Warsaw Classic and the Kay Suzanne Memorial Trophy, where he reached the quarter-finals, but lost 3–4 against Neil Robertson and 2–4 against Matthew Stevens respectively. He finished number 37 on the Order of Merit, and could not qualify to the Finals to defend his title.