In 1726 he had married his first cousin Lady Catherine Stewart,[3]
daughter of his mother's brother the 6th Earl of Galloway.[2]
They had only one child, Alicia, who fell ill and died while on a holiday in Rome.[4]
However, Murray had already fathered an illegitimate daughter, Ann, born in 1725. Ann was raised at the Murray's Cally estate, with support of Lady Catherine.[4]
In 1762, James and Catherine Murray met the writer James Boswell. In Boswell's words, James was a "most amiable man, [who] has very good sense, great knowledge of the world, and easy politeness of manners". He described Catherine as "very beautiful and, what is more, very agreeable, being possessed of the most engaging affability".[4]
At the 1768 general election, the Earl of Stewart displaced Murray from the Wigtownshire seat in favour of his son Keith Stewart, who was Murray's brother-in-law and first cousin.[3]
Murray was returned instead for Kirkcudbright Stewartry, but financial difficulties after the collapse of the Ayr Bank forced him to stand down in 1774.[3] He voted regularly in Parliament, but did not speak in any debates.[3]
From 1783 to 1784 Murray was the Receiver General of Land Tax for Scotland. From 1765 to 1773 he had been paid the salary for the job, without, actually doing it, and in 1766 he had turned down Rockingham's offer of formally taking the post.[3]
He resigned as receiver in 1784, hoping to find another seat in Parliament, but the negotiations did not produce terms he could accept. Instead he eloped overseas with his mistress, whose child inherited his lands.[3]
