While Murray birdied the third, fourth and sixth, South African Jbe Kruger, four clear of the field at halfway, bogeyed the fourth in a shaky start at Leopard Creek.
They were 12 under par, two ahead of England's Seve Benson and three more home players Jaco Van Zyl, Garth Mulroy and Merrick Bremner.
While Kruger drove the green at the par four sixth and birdied Murray had three bogeys in four holes around the turn.
It became very tight again, though, when Kruger bogeyed the next two.
He was joined by compatriots Bremner, Garth Mulroy and Hennie Otto, who pitched in for eagle on the 13th, while Murray's fellow Scot Peter Whiteford - nine behind at the start - was also in the hunt after he matched Otto's eagle and birdied the next two.