- Stepbrother of Troian Bellisario (who plays his sister on NCIS (2003)), Nicholas Bellisario, Michael Bellisario, Julie B. Watson, and David Bellisario.
- In a commentary recording for a fourth-season episode of NCIS (2003), Sean noted that his father had been the executive officer on board the aircraft carrier Enterprise.
- Son of Vivienne Bellisario; stepson of Donald P. Bellisario.
- Is a regular cast member on the series created/produced by his stepfather Donald P. Bellisario on CBS, NCIS (2003), as Special Agent Timothy McGee. (December 2004)
- Older brother of Chad W. Murray, who was the victim on The Immortals (2003), and who also happens to work as post-production coordinator on NCIS (2003).
- Had a five time recurring role on his stepfather Donald P. Bellisario's CBS series, JAG (1995), along with a previous one time guest role two years earlier on the same show, as a different character.
- Sean and Mark Harmon starred in the episode "The Right Stuff" of Harts Of The West in 1993. Ten years later they were together again in NCIS.
- Daughter Cay Ryan Murray (Caitlyn Melissa Murray) (b. May 3, 2007).
- Son River James Murray was born on April 22, 2010, in Los Angeles.
- Is one of the longest serving actors on a TV show.
- One day younger than Brian Dietzen.
- He listens to electronic music. Sean has cited Aphex Twin and Drexciya as two of his favorite artists.
- He is a huge fan of David Lynch's work.
- Still co-starring in his stepfather Donald P. Bellisario's CBS series, NCIS (2003). (January 2010)
- He attended Bonita Vista Junior High (now Bonita Vista Middle) in Chula Vista, California.
- As of 2025, NCIS: New Orleans (2014) is the only NCIS (2003) spinoff Murray ever appeared in. To be more specific, he appeared in Season 3 Episode 14 Pandora's Box, Part II (2017).
- Part of Murray's background (born in Maryland, and having a Navy father) is incorporated into NCIS (2003).
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