Murray had missed four of the previous OTA sessions as a precaution after tweaking his hamstring.
"It's hard to sit out and watch at any time," Murray said Tuesday. "But this is one of the times where I have to be smart. That’s what I've tended to do in the past -- just push it -- and sometimes I overwork myself and I take a step back. So I have to be smart and make sure I'm physically ready to go out there."
There is plenty of concern about Murray's durability to last a 16-game season. He missed three games his rookie year because of a fractured ankle, and six more games in 2012 with a sprained foot.
The Cowboys selected Joseph Randle in the fifth round of this year's draft as insurance in case Murray gets hurt again. Randle hasn't fully participated in the OTAs because of his recovery from thumb surgery, but he's expected to be ready for training camp.
"I'm very excited to be out here with my teammates ... to come out here and get better each and every week," Murray said. "I am going to play all 16 this year. I'm excited. It's going to be a great year for us."