Despite enjoying the bulk of the play and chances at the City Ground the hosts were undone by Murray's 56th minute goal.
That leaves Steve Cotterill's side still in the relegation zone and with the honeymoon period well and truly over for the new Reds boss who was nonetheless happy enough with his side's overall display.
"There is not a lot wrong with us and we played some fantastic football. But it's not a big secret that we struggle to score goals.
"If we had a regular 20-goal-a-season man we would not have lost the games we have come to the stage when one or two of our strikers have got to come to the fore."
Opposite number Dougie Freedman was understandably delighted.
"It was a fantastic result and the performance merited it," said the Scot.
"Forest are a good team with good attacking players but we stood up to them and got our rewards.