"People say I'm difficult and sometimes that's a badge of honour. At work I'm just nothing but trouble with anything I don't want to do. And I fired my agents," the Daily Express quoted him as saying. He added: “I said I didn't ever want to speak to them ever again, and I never did. It saved me money but mostly it stopped the irritation of the endless phone calls."
Murray was rumored to have been caught in a row with actress Lucy Liu and director McG, during the filming of Charlie's Angels in 2000.