The pub landlord is an English nationalist with a dislike for anything un-British, and with a particular dislike of Americans, Australians and the French; he will challenge the audience to name any country in the world, however, before producing some plausible instance of England bettering it. Catchphrases include "Time-waster!", "You DISGUST me!" and "Is your dad proud of you, son?" The character first appeared in 1993 when Murray was the tour support act for Harry Hill (Murray cut his TV teeth on Hill's show playing his 'little brother Alan': "If it's too hard, I can't undertsand it!"), and subsequently featured in a short film, Pub Fiction (1995). Murray's theatre show with this character My Gaff, My Rules was short-listed for an Olivier Award in 2002, and he has also appeared in character as the central focus of the television series Time Gentlemen Please, as well as a number of other television appearances, including the An Audience with... strand. Subsequent theatre tours, ...A Glass of White Wine for the Lady (another catchphrase) and Giving it Both Barrels also ran to critical acclaim.

Often in his shows, as a deliberate comic interruption, Murray offers at glimpse at the extremely intelligent and sensitive man behind his antithetical persona. This often involves a modest and subtle demonstration of his knowledge of philosophical and literary debates, and his appreciation of real-world political issues beyond the right-wing extremism he is lampooning (his act may be seen as a fresh take on the Alf Garnett idea). It is a testament to his skill as a comedian that he mainly uses this to deflate the egotism of anyone he invites on stage, who are mainly people with pretentious job titles from the first few rows. Although quite a lot of his act involves light-hearted 'attacks' on women, especially if they are drinking pints ("Tell me there's lime in it, darling!"), and people from other countries, the object is satire and ultimately the Pub Landlord is a deliberately pathetic creature, with Murray working in a background featuring a failed marriage, failure as a father and early homosexual experiences ("I was NEVER confused!") lying behind his misogyny and bigotry.

When asked about the sitcom during live shows, in character as the Pub Landlord, Murray claims to be unhappy with the television series, a joke some have taken literally. Murray has toured with other comedians (including Harry Hill, Jim Tavaré and Frank Skinner) and as other personas. He won the Perrier Award in 1999, after being nominated in 1996, 1997 and 1998. He started out with an act that involved sound-effect impressions, including of guns and animals; a combination that prompted an equal number of plaudits for vocal skill and complaints of tastelessness. In 2003, he was listed in The Observer as one of the 50 funniest acts in British comedy. A quiz show, Fact Hunt (say it aloud), presented by Murray as the Pub Landlord and based on the fictional quiz machine of the same name from Time Gentlemen Please was shown on late-night ITV in 2005.

Since January 2006, Murray has being filling in for Tim Lovejoy on Virgin Radio