A two-time winner on the PGA Tour, Murray had withdrawn from the Charles Schwab Challenge with an unspecified illness during Friday's second round in Texas and his death was announced on Saturday.
Eric and Terry Murray issued a statement on Sunday expressing their difficulty in coming to terms with the death of their son.
"We have spent the last 24 hours trying to come to terms with the fact that our son is gone. 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.
"We have so many questions that have no answers. But one - was Grayson loved? The answer is yes. By us, his brother Cameron, his sister Erica, all of his extended family, by his friends, by his fellow players and – it seems – by many of you who are reading this. He was loved and he will be missed," they said.
After winning his second career title in Hawaii in January Murray addressed the issues he had battled with around alcohol abuse and mental health.
"It's not easy," Murray said at the time.
"I wanted to give up a lot of times -- give up on myself, give up on the game of golf, give up on life at times," he said.
Murray's parents expressed their appreciation for the support they had received.
"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.
Please respect our privacy as we work through this incredible tragedy, and please honor Grayson by being kind to one another. If that becomes his legacy, we could ask for nothing else".
