Albion were awarded a spot-kick on 35 minutes when Murray went down under a clumsy James Tarkowski challenge.
Murray, Brighton's top-scorer with five goals, had already scored from the spot against West Ham and Liverpool this season.
However, he skied the penalty today into the fans in the North Stand and explaining what happened afterwards said: “I was meant to go left and just felt my standing foot give way a bit and fired it over the top.”