Murray had been a Cork institution since he joined the club from Peterborough United in 2002, captaining the club to their league title success in 2005 and making numerous appearances in Europe.
The 27-year-old had planned to be in the City shirt for another season next term and leading Cork into another European campaign, as the side put aside their off-field problems last season to finish third in the table, entitling them to a place in the Europa League.
But instead, Murray was last night in the home dressing room at Tallaght Stadium, meeting his new team-mates ahead of Rovers' pre-season friendly with Shelbourne, having earlier completed the formalities surrounding his two-year deal.
"It's such a relief to be away from it all. I honestly feel like a weight has been taken off my shoulders," Murray told the Herald, as he ended the most difficult period of his professional career so far.
In recent months Murray has been forced to endure an 11-week period of non-payment of his wages, was stripped of the captaincy, suspended and fined by the club for criticising club owner Tom Coughlan, before he finally managed to secure his release from his contract and took up an offer from Rovers boss Michael O'Neill.
"It's been a very tough and stressful time, something that no player should have to go through again, and I know I was not the only one as other lads in the Cork squad have had problems too," Murray said.
"In one way it's nothing to do with football, it's to do with how people are treated. I went for 11 weeks without wages, it doesn't matter if you're a professional footballer or someone working in a shop or a garage, you can't be expected to go for three months without your pay and put up with it.
"Things just got worse and worse. We had all the stuff last season with the bus fiasco, the training ground and the lack of showers, this season no physio at training. You think it can't get worse but it does," added Murray, who does hope that Cork City do survive as a club, something which is not yet guaranteed as the pace of the deal to sell the club by current owner Coughlan has slowed down in recent days.
"I would hate to see them go out of football, and hopefully the FAI will give them time to get things sorted in the background so they can survive, but things have to be done right," added Murray.
"It would be a shame for Cork, and for the league, to have Cork City out of business. Sadly it doesn't look good at the moment, they are struggling to get things sorted behind the scenes, but I hope they survive," added Murray.
The last few weeks of his Cork career were the most difficult. Murray was one of the six Cork players, still under contract from last season, who attended a press conference in the city last Friday where they expressed their dismay at Coughlan's running of the club and publicly demanded his immediate departure.
That night Cork played a pre-season friendly but, before the game, manager Roddy Collins told the six that they would play no part in the game and they were later formally suspended and fined two weeks' wages.
The hardest part for Murray was his removal as captain, in favour of George O'Callaghan.
"That was very disappointing," said Murray. "If the manager had told me to my face and explained his reasons it might have been easier to accept, but to find out the way I did, it was not right.
"I'm not thinking about Tom Coughlan or Roddy Collins now, what they do is their business, and one of the good things about the move away is that I don't have to worry about them any more."
Murray was a little-known defender from Peterborough when then Cork boss Liam Murphy took him to Turner's Cross in 2002, but the player established an instant rapport with the fans and was soon appointed club captain. In the past four seasons he missed just five league games.
Happily settled in Cork, he hoped to stay there with his family and maybe even finish out his career with the club.
But the past 18 months have been a terrible time for City, first with the ill-fated takeover by the still-mysterious Arkaga group, and then the disastrous buyout by present owner Coughlan.
"For the first few years, when Brian Lennox was chairman, things were fine in terms of money. We were paid on time and, if there ever was a problem with money, we were told about it up front. But first the Arkaga thing happened and then the current owners -- it was a bad time.
"I didn't intend to start this season playing for Shamrock Rovers. I always saw myself playing for Cork City, maybe even hanging up by boots there," he said.
"But after all that's gone on, I just had no choice but to leave. I have been given a two-year deal by Rovers and hopefully that will give me and my family a bit of stability at last.
"I really wanted to carry on playing for Cork as I love the club, the city and the people, but the offer from Rovers was too good to turn down and I had to take it."
Of course Murray now faces another challenge as he'll have to win a place in the Rovers side. Defenders in last season's squad, such as Darragh Maguire, Ian Bermingham and Simon Madden, have moved on but Rovers retained Scottish import Craig Sives and also plan to sign Dundalk's Liam Burns, offering healthy competition at the back for Murray.
"It won't be easy and I know I won't walk into the team here, but I am willing to give it a go," he said.
"Rovers are a club on the up, they put up a good challenge to Bohs last season and we'll try even harder to win the league this season."