Born in Cali, Murillo signed with Udinese Calcio in Italy shortly after his 18th birthday, being immediately loaned to Granada CF as part of the partnership agreement between both clubs.
Lindur në Cali, Murillo u ble nga Udinese e Italisë pak pasi kishte kaluar ditëlindja e tij e 18të, duke u huazuar menjëherë te Granada CF si pjesë e partneritetit midis dy klubeve.