Murray got into a scuffle with then-UFC light heavyweight champion Tito Ortiz outside of a nightclub in London after UFC 38 in July 2002. Both drunk, Murray claims to have knocked Tito down (possibly KO) and kicked him in the face. Matt Hughes intervened and jumped on Tito's back to protect him. Pat Miletich, another UFC competitor, pulled Murray away and broke up the fight. Tito denies any such events occurred but other UFC fighters claim witness to the altercation  Pat Miletich said of the altercation: "Lee lit him up like a christmas tree, and kicked his head like a football."
On 25 June 2006, Murray was arrested in the Moroccan capital Rabat, with friend Paul "The Enforcer" Allen. The arrests were a joint operation with Kent Police in connection with the £53 million Securitas raid - Britain's biggest cash robbery, in Tonbridge, Kent, which took place on 21 February 2006. Kent Police are seeking the extradition of Murray for questioning in connection with this robbery. No extradition treaty between the two countries exists. Murray was arrested with friends who were found with a quantity of hashish and cocaine. If found guilty of this, Murray would need to serve time for it in Morocco first.