The Crusaders won a hard-fought encounter 18-16, inflicting Oldham’s first home defeat for nearly a year and a half.
They will now play Swinton Lions in the final at Blackpool on May 23, as part of the Summer Bash weekend.
“I am over the moon and what I’m most over the moon about is the fact that Oldham haven’t been beaten at home for 18 months and we’ve come here and beaten them in their own back garden,” Murray told his club’s official website.
“You have to give credit to both sets of teams there – again, it was a committed performance from both sets of players and it gives you a bit of a taster as to what this competition is going to be like.”
Murray was particularly pleased with the effort that his players showed in defence.
“The way we’ve defended – the commitment, the unity and the desire – you can see that everybody wants to work for everybody else,” he added.
“It doesn’t matter to them if somebody does make that mistake – if somebody does make a mistake, everybody does everything that they can for that next minute or so to make sure our defence is right.
“For me, that just shows the commitment and unity that we have in our side at the minute and it’s certainly something that we need – and I’m sure will – to carry on.”