On 24 July 1794, he married
Henriette Laura Pulteney, 1st Baroness Bath, daughter of his cousin
Sir William Pulteney, 5th Baronet in
Bath House, London. Two days before he had by Royal Licence assumed the surname Pulteney as a condition of his wife becoming the heir to her father's fortune. Henrietta was raised to a countess in her own right in 1803 and inherited the estates of her father in 1805, worth about £50,000 per year. She predeceased her husband in 1808 and Murray survived her for three years, dying in
Buckenham in
Norfolk, from complications after losing an eye when a
powder flask accidentally exploded in his face. He was succeeded in the baronetcy by his halfbrother
John. ==References==