During the War, and the immediate post-war period that saw the onset of the Cold War, Murray continued to correspond with friends and colleagues from earlier years such as William Wiseman. Murray wrote to Franklin Roosevelt in August 1944, following the liberation of Paris from German occupation. He and his wife had met Roosevelt's mother in October 1937 in Paris, at about the time that the President made his "quarantine speech". Murray also referred to their friendship in the First World War and to Roosevelt's efforts to support Britain since 1939. He ended his letter: "With my affectionate good wishes, and much hoping that you are keeping in good health under the strain of your tremendous responsibilities and never-ceasing work and anxieties" (Murray to Roosevelt, 31 Aug 1944). In fact, Roosevelt's health was beginning to give way under the strain of office and this was to be Murray's last letter to him before his death at Warm Springs in April 1945.Soon after Roosevelt's death Murray received a letter from William Phillips, another old American friend from the First World War, who had been based in London in 1944-45 and had spent some time with Murray. In April 1946 Phillips was acting as Special Assistant to the Secretary of State in Washington while many State Department officials were in San Francisco for the conference on the United Nations. "I was here at the time of Franklin's death and attended his funeral services at the White house", he wrote to Murray. "His passing was not a surprise to me, for I have known for a month or more that he was failing rapidly, and if we look at it from his point of view and not from that of the country, we must be glad that his release came when it did. Another Woodrow Wilson period would have been frightful to contemplate" (Phillips to Murray, 23 Apr 1945).Murray later wrote to Eleanor Roosevelt: "You know how warm was my affection for Franklin, and how intense was my admiration for his character, his mighty courage, his outstanding statesmanship, and his momentous achievements in peace and in war for the benefit of humanity" (Murray to Eleanor Roosevelt, 24 May 1945). The President's widow replied: "Seeing you was always a great pleasure to both Franklin and to me and your wife was always included in the friendship" (Eleanor Roosevelt to Murray, 21 June 1945). Murray dined with Eleanor Roosevelt at his London home in January 1946 and continued to correspond with her thereafter. Murray, as ever, was critical of Churchill - now Leader of the Opposition - particularly in relation to his "Iron Curtain" speech in February 1946. Mrs Roosevelt's view was that: "Mr Churchill's speech in Fulton, Missouri, I think was unfortunate. I had heard him try out similar ideas on Franklin but Franklin never responded". She added: "I am ...afraid that our President is not as well equipped to manage both Mr Stalin and Mr Churchill as Franklin was" (Eleanor Roosevelt to Murray, 10 Oct 1946).Another regular correspondent in this period was the Canadian Prime Minister, Mackenzie King. After Roosevelt's death he wrote to Murray: "It is consoling to know that you and I have shared so intimately the friendship of two of the greatest men of our day: Lord Grey and President Roosevelt" (Mackenzie King to Murray, 15 May 1945). Murray sent Mackenzie King his congratulations after the Canadian general election of September 1945 when the Liberal party was again successful - in stark contrast to the diminishing fortunes of the British Liberals (Murray to Mackenzie King, 2 Sep 1945). The two men were eventually able to spend some time together in London at the end of 1945 and to renew their friendship, which was undoubtedly heartfelt on both sides - a sure sign of which was Murray's use of Mackenzie King's nickname "Rex". But like Roosevelt, Mackenzie King's health was beginning to give way under the pressure of public affairs, as is clear from a letter he wrote to Murray on 9 April 1947, and he finally retired after more than twenty-one years as his country's leader in November 1948.