"We have spent the last 24 hours trying to come to terms with the fact that our son is gone," Eric and Terry Murray said. "It's surreal that we not only have to admit it to ourselves, but that we also have to acknowledge it to the world. It's a nightmare."
The statement continued, "We would like to thank the PGA Tour and the entire world of golf for the outpouring of support. Life wasn't always easy for Grayson, and although he took his own life, we know he rests peacefully now."
Murray's death was announced by the PGA Tour on Saturday, a day after the 30-year-old withdrew from competition, citing illness, at the Charles Schwab Challenge in Fort Worth, Texas.
Earlier this year, Murray won the Sony Open in a playoff against former PGA Championship winner Keegan Bradley and South Korea's An Byeong-hun, ending a six-and-a-half-year winless streak during which he admitted to struggling with mental health and physical issues.
Hailing from Raleigh, North Carolina, Murray was regarded as one of the world's best junior players, capturing three IMG Junior World titles in 2006, '07 and '08.
At age 16, he became the second youngest to make the cut on the PGA's developmental Korn Ferry Tour, and at age 19 he played in the 2013 US Open, according to the PGA. He went on to win the 2017 Barbasol Championship at just 23 years old.
If you are experiencing suicidal, substance use or other mental health crises please call or text the new three digit code at 988. You will reach a trained crisis counselor for free, 24 hours a day, seven days a week. You can also go to 988lifeline.org or dial the current toll free number 800-273-8255 [TALK].
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The video in the player above is from a previous report.