After the death of incumbent senator Thomas Walsh, Montana governor John Erickson resigned and was appointed by his successor as an interim to the seat.<ref name=knoxvillefocus/> Erickson faced outrage from constituents who suspected cronyism, and Murray was encouraged to run for the seat in the 1934 special election. In an upset, he won the primary in a field of six candidates with a plurality of 25%,<ref>[https://www.ourcampaigns.com/RaceDetail.html?RaceID=501302 MT US Senate - D Primary Race - Jul 17, 1934]. ''Our Campaigns''. Retrieved August 2, 2021.</ref><ref>July 19, 1934.[https://www.nytimes.com/1934/07/19/archives/erickson-is-third-in-montana-primary-james-e-murray-takes-lead-for.html ERICKSON IS THIRD IN MONTANA PRIMARY; James E. Murray Takes Lead for Senatorship -- Wheeler Defeats His Opponent.]. ''The New York Times''. Retrieved August 2, 2021.</ref> and easily defeated [[Republican]] opponent Scott Leavitt in the general election.<ref>[https://www.ourcampaigns.com/RaceDetail.html?RaceID=267909 MT US Senate - Special Election Race - Nov 06, 1934]. ''Our Campaigns''. Retrieved August 2, 2021.</ref> Two years later, Murray only barely defeated a primary challenger and proceeded to win re-election for a full Senate term.<ref name=knoxvillefocus/>
[[File:Murray and Ashurst 1937.png|thumb|left|270px310px|Murray (left) and Henry F. Ashurst (right)in 1937.]]
A strong supporter of [[Franklin D. Roosevelt]] and New Deal programs during the [[Great Depression]], Murray stayed loyal to the president even during the 1937 [[court packing]] attempt.<ref name=knoxvillefocus/> Unlike his Democrat colleague [[Burton K. Wheeler]] from the state's Class I seat,<ref name=archives/> he never significantly broke with Roosevelt, though ultimately did vote to recommit the Judicial Procedures Reform Bill for committee.<ref>[https://www.govtrack.us/congress/votes/75-1/s42 TO RECOMMIT TO THE COMMITTEE ON THE JUDICIAL BRANCH OF GOVERNMENT. S. 1392, A BILL TO REORGANIZE THE JUDICIARY BRANCH.]. ''GovTrack.us''. Retrieved August 2, 2021.</ref>