In August 2019, Murphy won against the likes of Yuan Sijun, Yan Bingtao, Neil Robertson, Graeme Dott, and Mark Allen to face Judd Trump in the final of the International Championship. After trailing 0–5 at the beginning, Murphy eventually lost the match 3–10. In September, Murphy also reached the final of the Shanghai Masters, an invitational tournament, after beating Lyu Haotian, Mark Williams, Jack Lisowski, and Mark Allen. He suffered another defeat in the final against Ronnie O'Sullivan, this time losing 9–11. He defeated Williams in the final of the China Championship later that month and captured his first ranking title since winning the Gibraltar Open in March 2017. At the UK Championship, Murphy lost 4–6 to Eden Sharav in the first round, despite taking an early lead of 3–1. In January 2020, Murphy progressed to the semi-finals of the Masters for the first time since winning the title in 2015 after defeating Trump and Joe Perry, but he eventually lost 3–6 to Ali Carter. In February 2020, Murphy claimed his ninth ranking title after thrashing Kyren Wilson in the final of the Welsh Open. He made three century breaks and three more breaks over 70 to win 9–1. At the World Snooker Championship, Murphy had another first round exit after losing to Noppon Saengkham 4–10.