Nashville Predators goalie Tomas Vokoun was embarrassed after giving up the winning goal.
While attempting to clear the puck out of his own end in the second period, Vokoun skated out of his net and into the corner.
Murray intercepted the clearing pass, off the glass, and scored into an empty net.
Despite being outshot 35-22, the Oilers won their second straight home game.
Murray was playing his first game since he separated his right shoulder three weeks ago. He said he got lucky.
"The puck was bouncing," said Murray, who hit the puck in midair. "I was fortunate enough to get some wood on it."
"It bounced over (David) Legwand's stick. I had to corral it and shoot it. I don't know if (Vokoun) saw me."
Murray's goal gave the Oilers a 3-0 lead, but the Predators narrowed the lead to 3-2 on Legwand's screened shot at 3:08 of the third.
Mike Grier provided the Oilers with some insurance on a shorthanded goal at 6:49 of the third. He stole the puck at his own blue line and burst in alone to beat Vokoun between the legs.
"It gave us some breathing room down the stretch," Grier said.
Alex Selivanov opened the scoring with his team-leading seventh goal of the season, on the power play at 4:08 of the first period. He sored for the third straight game.
Janne Niinimaa gave the Oilers a 2-0 lead just 1:26 into the second period.
Patric Kjellberg had his fourth goal for the Predators, at 14:37 of the second period on a power play.
©1999 The Associated Press. All Rights Reserved. This material may not be published, broadcast, rewritten, or redistributed