McMurray was born and raised in Detroit. He began playing tenor saxophone as a youngster and gained experience playing in Detroit clubs and musical workshops. He was influenced by the recordings of John Coltrane and Cannonball Adderley, and directly by pianist, educator, and film actor Willie Metcalf, Jr. He gained valuable experience on the road with blues guitarist Albert King, and played with pop, funk, and rap artists. In 1981 he showcased his now-trademark musical diversity, playing on two auspicious recording sessions: Kins, the first offering by Detroit avant-jazz legends Griot Galaxy (with whom he had been working since the mid-'70s) and the self-titled debut album from Was (Not Was) for Ze Records. The following year, he and the Was (Not Was) gang all contributed to Sweet Pea Atkinson's debut, Don't Walk Away, and they issued their own cult classic, Born to Laugh at Tornadoes in 1983. He was recruited for session work by jazz pianist Geri Allen and R&B singer Millie Scott in 1986 and 1987, and in 1988 played on Was (Not Was)'s international hit What Up Dog? In 1989, McMurray released his own debut solo album, Secret Life, on Timeless Records; it earned favorable critical notice.
During the '90s, the artist amassed a boatload of studio and live credits. In the decade's opening year, he contributed to Bob Dylan's Under the Red Sky, Iggy Pop's Brick by Brick, bluesman Larry McCray's Ambition, and Was (Not Was)'s Are You Okay? In 1993 he played on such diverse recordings as Big Chief's Mack Avenue Skull Game and the Winans' All Out. In 1994 he appeared on the Rolling Stones' Don Was-produced Voodoo Lounge, and the following year he was part of the Don Was-picked band for Brian Wilson's I Just Wasn't Made for These Times. In 1996, McMurray re-signed to Warner Bros. and released The Dave McMurray Show, which he composed, produced, engineered, and mixed in addition to playing horns, keyboards, and singing. Its lone single, "Keep On Rising," was an international club hit.
McMurray finished out the decade and the century much as he'd begun it: with a constant flurry of activity. In addition to composing, producing, and recording his own music, he continued to work with a provocative variety of artists, some of whom included Kid Rock, Gerald Alston, Ofra Haza, B-52s, B.B. King, Nancy Wilson, and Johnny Bristol. In 1999, McMurray signed to Silva Screen's Hip Bop label and issued the long-player Peace of Mind, which netted an international hit with its single "My Brother & Me."
The 21st century saw McMurray make the transition to first-call sideman. He became the musical director for Kem and remained with him for a decade. Further, he worked on outings by the Temptations, A. Spencer Barefield, and Kid Rock, as well as issuing 2001's Soul Searching (2001) and 2003's Nu-Life Stories (2003) for Hip Bop.
McMurray was part of the ESP2 lineup (with Adam Holzman, Bobby Broom, and others) for Tribute to Miles in 2002, and continued to work with Bob James on Morning, Noon Night and Urban Flamingo. In 2005 Hip Bop issued the compilation My Brother Me: The Best of David McMurray. He also recorded and toured with Tim Bowman, Randy Crawford, Gene Dunlap, and Kid Rock. In 2011, the saxophonist independently issued I Know About Love through CDBaby, and two years later played a pivotal role as alto saxophonist on Geri Allen's seminal Grand River Crossings (Motown Motor City Inspirations) alongside trumpeter Marcus Belgrave. In 2014, he issued The Love Remixes as a digital-only release showcasing his mixing chops. 2017 saw McMurray appear on Robert Bradley's Down in the Bend, and with French rocker Johnny Hallyday's band on the live offering Rester Vivant. He also participated in the Griot Galaxy reunion at the Detroit Festival of the Arts.
Late in 2017, McMurray signed to Blue Note. He worked on José James' Lean on Me, and in April released the full-length Music Is Life with his D3 band. It netted a pair of club hits in "Naked Walk" and the prescient "Freedom Ain't Free." He undertook an international tour and returned to form a new band.
Looking over the vibrant Motor City music scene he'd been part of for five decades, McMurray sought to form a group that could marry the power, grit, and sophistication of the D3 jazz band with club music, hard-grooving jazz-funk, and uplifting spiritual soul and pop. To that end, he founded Black Light Collective with bassist Ibrahim Jones, drummer Jeff Canady, and keyboardist Maurice O’Neal. McMurray also enlisted vocalist Isis Damil, pianist/vocalist Malik Alston, and local bandleaders Kenneth Gill (trombone) and Allen Dennard (trumpet) to join him in a horn section. He signed BLC to Ropeadope, and entered Detroit's Feeder Loft studio with recording engineer Salar Ansari and a host of longtime collaborators who included keyboardist Luis Resto, trumpeter Rayse Biggs, percussionist Larry Fratangelo, guitarist Adell Showboat Shavers, and djembe master Sowande Keita. Black Light Collective's self-titled debut appeared in July.
Almost exactly a year later, in July 2021, McMurray appeared under his own name on Blue Note with Grateful Deadication. He led most of BLC (and guitarist Wayne Gerard) on a musical journey through the music of the Grateful Dead. The set included jazz readings of ten selections from the group's catalog. Its first single was a cover of Jerry Garcia's and Robert Hunter's "Loser" and featured guest vocals by Bettye LaVette and the Dead's own Bob Weir. ~ Thom Jurek, Rovi