Murphy signed for Scunthorpe United in May 2006 after being released by Sunderland. He had an excellent 2006–07 season, and was an integral part of the team that led Scunthorpe to the League One trophy. He was in the League One team of the season, and also won the golden glove. He was also named League One player of the month for February 2007. On top of this, he hit the crossbar during Soccer AM's crossbar challenge. His clean sheet in Scunthorpe's 2–0 home victory over Burnley on 30 September 2007 earned him a place in the Championship Team of the Week. He made the Team of the Week once more following his side's 1–0 victory over Charlton Athletic in February. Murphy enjoyed a good set of performances during the 2008–09 season but never caught the eye of Republic of Ireland manager Giovanni Trappatonni due to playing in the third tier. Murphy's performance in the League One play-off semi-final helped the team proceed to the final as he kept a clean sheet in 120 minutes and saved three penalties in the shootout. Scunthorpe won the play-off final against Millwall. Murphy's contract was to end at the end of the 2008–09 season and there was much speculation as to where his future lay; many reports suggested that he would be moving to a much bigger club to gain international football for Ireland. This speculation was ended when he signed a one-year contract extension with Scunthorpe, extendable to 2011 if the Iron remained in the Championship. He told local newspapers that he signed the new deal because "He owed the club for all it has done for him". He was selected as a member of the League One team of the year for 2008–09. Murphy was one of seven players to be released by Scunthorpe in May 2011. He was not offered a new contract because of cost-cutting measures implemented after the team was relegated.
Murphy signed for Championship side Huddersfield Town on a two-year contract, with the option of a further year in the club's favour, on 17 June 2014. Although he admits he will start as 2nd choice, he aims to challenge Alex Smithies for the goalkeeper spot. After making his début in the Capital One Cup first round match against Chesterfield in August, he would make his league début against Sheffield Wednesday on 22 November 2014.
Chesterfield (loan)
On 9 May 2015, Murphy was sent on a week-long emergency loan to Chesterfield for their play-off campaign, following an injury to Tommy Lee. Unfortunately, he couldn't help the Spireites get to Wembley, as they lost in the two-legged semi-final to Preston North End.
On 30 January 2017, Murphy signed a loan deal with Football League One side Bury to the end of the 2016–17 season, making sixteen first team appearances. He left Huddersfield on 1 July 2017 to sign a full contract with Bury and made eighteen first team appearances in 2017–18. Bury were relegated to League Two in May 2018 but Murphy's contract was extended by one year and he has played in every Bury match of the 2018–19 season to date.
Shrewsbury Town
On 4 July 2019, Murphy signed for League One side Shrewsbury Town on a free transfer, signing a one-year deal, becoming the club's seventh summer signing. At the end of the season, Murphy was not offered a contract extension and was released by the club on 11 June 2020.