Blues ran out 4-0 winners against Bristol City with Rachel Corsie, Mollie Green, Claudia Walker and Murray grabbing the goals.
After back-to-back 1-0 wins, Murray was pleased to keep another clean sheet to keep the run going.
She said: “Every week we have been getting better and I think going into the international break to come away with a clean sheet and four goals, we are delighted.
“I think the last three weeks you can see us progressing as a team.
“We work really, really hard to make sure that we are defensively solid, so to come away with a clean sheet for the whole team and for the backline is brilliant.
“We can take a lot of confidence from that and the other games as well.”
As well as the clean sheet, Murray was delighted that the team managed to run defence into attack.
She explained: “We have been working really hard to make sure that we stop the goals going in at one end, but for us to start now putting goals in at the other end is really positive.
“It gives us confidence heading into the international break and ahead of our next run of games.
“The whole team has been brilliant; we need to keep building and keep working hard.”
Compatriot Corsie headed in for her first goal for the club and Murray was full of praise for the defender since her arrival.
She said: “Rachel has been brilliant for us; she scored a brilliant header as well.
“She has great leadership qualities and leads from the back, we would love her to stay, of course we would.”
On a personal note, Murray was happy to get her first goal for Blues.
“I’m delighted to get on the scoresheet,” said Murray. “It is great to get my first goal for the club.
“We had four different players on the scoresheet today as well so it’s brilliant.”