He then spent three years in Prisoner of War camps in Italy (Chieti), Germany (Moosberg, Brunswick) and Czechoslovakia (Marisch Trubeau Oflag VIII-F). While imprisoned, Murray wrote a book entitled Mountaineering in Scotland. The first draft of the work was written on the only paper available to him ? rough toilet paper. The manuscript was found and destroyed by the Gestapo. To the incredulity of his fellow prisoners, Murray's response to the loss was to start again, despite the risk of its loss and that his physical condition was so poor from the near starvation diet that he believed he would never climb again. The rewritten work was finally published in 1947 and was followed by the sequel, Undiscovered Scotland, in 1951. Both concentrate on Scottish winter climbing and were widely credited with helping to inspire the post-war renaissance in the sport.
He was captured south of Mersa Martruh during the Western Desert Campaign in a retreat to El Alamein in June 1942 by a tank commander from the 15th Panzer Division who was armed with a machine-pistol. A passage in Mountain magazine (#67, 1979) describes the moments after his capture:
To my astonishment, he [the German tank commander] forced a wry smile and asked in English, 'Aren't you feeling the cold?' ... I replied 'cold as a mountain top'. He looked at me, and his eyes brightened. 'Do you mean ? you climb mountains?' He was a mountaineer. We both relaxed. He stuffed his gun away. After a few quick words ? the Alps, Scotland, rock and ice ? he could not do enough for me.