Murray had withdrawn from the Charles Schwab Challenge with an unspecified illness during Friday's second round in Texas.
"We were devastated to learn – and are heartbroken to share – that PGA Tour player Grayson Murray passed away this morning. I am at a loss for words," PGA TOUR Commissioner Jay Monahan said in a statement.
"The PGA Tour is a family, and when you lose a member of your family, you are never the same. We mourn Grayson and pray for comfort for his loved ones."
Monahan said he had spoken with Murray's parents to offer condolences and they had "asked that we continue with tournament play.
"They were adamant that Grayson would want us to do so. As difficult as it will be, we want to respect their wishes."
The Tour did not specify a cause of death.
Murray's second career title in Hawaii in January was an emotional affair, capping a stunning personal comeback from alcohol abuse and mental health issues.
Murray, who had claimed his only prior tour title as a rookie at the 2017 Barbasol Championship, had also been slowed by a motor scooter accident in Bermuda in 2022.
After rolling in a 38-foot birdie putt to win a three-man playoff, Murray said he hoped his return to the winner's circle could provide inspiration for others.
"If I can help one person that's all it takes," he said in Hawaii.
"It's not easy," Murray mused.
"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, adding that he hoped his legacy going forward would be to be "known as a good person."
Murray had been tabbed for stardom from a young age.
He was just 16 when he made his first cut on the developmental Korn Ferry Tour and won three straight Junior World Championships from 2006-08.
A solid season on the Korn Ferry Tour in 2023 saw him return to the PGA Tour, and his Sony Open victory saw him reach a career high 46th in the world rankings.
