Murray currently has six goals in his last eight starts with Brighton, and brought up his 100th goal for the club in the win over Wolves on Saturday.
"I never imagined I'd make it in the Football League. Mick came out on a pre-season tour with Sunderland and invited me back," Murray said to 'Sky Sports'.
"I wasn't for him, unfortunately, but he asked if there was anyone I wanted to call. I said, '[then Carlisle manager] Paul Simpson, please.' Six weeks later he asked if I fancied coming for a reserves game.
"I scored and the rest is history. It was all a knock-on effect of McCarthy coming over to the States on tour. I spent 10-12 weeks on trial with Carlisle.
"Paul wasn't sure and he sent me down to Barrow to play some games in the Conference North. I scored 10 in 10 and left him with no option but to give me a contract. I've never looked back."