In April 2016, Murray declared for the NBA draft, forgoing his final three years of college eligibility.
On June 23, 2016, Murray was selected by the Denver Nuggets with the seventh overall pick in the 2016 NBA draft. On August 9, 2016, he signed his rookie scale contract with the Nuggets. On November 13, 2016, he scored a career-high 19 points in a 112–105 loss to the Portland Trail Blazers. He topped that mark on November 22, scoring 24 points in a 110–107 win over the Chicago Bulls. On December 1, he was named Western Conference Rookie of the Month for games played in October and November. On February 17, 2017, Murray was named MVP of the Rising Stars Challenge after posting a game-high 36 points (9-14 3FG) and a game-high 11 assists in Team World's 150–139 victory over Team USA. On April 7, 2017, he scored a career-high 30 points in a 122–106 win over the New Orleans Pelicans. At the season's end, he was named to the NBA All-Rookie Second Team.