Murphy was born in Harlow and grew up in Irthlingborough. He was home-schooled from age 13 after being bullied at school, and his parents split up when he was 14. He lived with his father Tony, a former professional golfer, and did not see his mother again until he was 19. During the 2007 World Championship, it was reported that he had developed a rift with his father, who was a member of the World Snooker board. He said that they had not spoken in over a year, but that he would willingly speak to his father again if the other called him.