The 31-year-old made easy work of his opponent, in what was his first fight in a year, with the title bout taking place behind closed doors due to ongoing coronavirus restrictions.
Murray went down under a barrage of punches in the fourth round, but appeared to have lost his balance and no knockdown was given.
Saunders, who reiterated his desire for a blockbusting fight with Mexico’s Saul Canelo Alvarez, extended his unbeaten record to 30-0 to join Josh Warrington as the current British boxer with the longest unbeaten run.
“I’ve been out over a year now and it’s like boxing in a cemetery,” Saunders told Sky Sports. “I like to perform for the crowd, get up for it.
“Tonight I tried to set a rhythm, but he’s a cunning old fox. He knows how to tie you up well.
“It’s not a performance I’m going to be shouting people’s names about because I’ve been out a year and I probably needed the rounds to be honest with you.
“He got through it, so fair play to him. I hope he has a good Christmas and he can go back to his family.”