Murray believed that contemporary art education should be grounded in traditional art, but there were no collections in Nigeria available for study. He was also concerned about the unregulated export of Nigerian items.
To address these issues, Murray and his colleagues pressured the colonial government to legislate against the exportation of artefacts and to establish museums. This resulted in the inauguration of the Nigerian Antiquities Service in 1943, with Murray as its first director. He established Nigeria’s first museums in Esie in 1945, Jos in 1952 and Ife in 1955.