Murphy's double helped end Millwall's recent resurgence and extended the London club's 45-year hoodoo at St Andrew's.
The left-back, making only his third appearance since returning from almost a year on the sidelines following knee surgery, fired home a first half double - the second of which was a superb free-kick - to put Birmingham on their way to a comfortable victory.
It came during a dominant opening period from the hosts which saw Jesse Lingard spurn an early penalty, with David Forde's save arguably justice done after replays appeared to show Alan Dunne's foul occurred marginally just outside the area.
It was loanee Lingard's first outing at St Andrew's since his four-goal debut display in a 4-1 win over Sheffield Wednesday, with this victory Blues' third on the spin on home soil following last week's 3-1 Capital One Cup triumph over Swansea.
Tom Adeyemi added a third after the break before Lingard got in on the act with an 89th-minute header to wrap up a routine night.
The action all came under the watchful eye of acting chairman Peter Pannu, who returned to England from Hong Kong to make a rare appearance at the game amid speculation over possible investment in the midlands club.
Defeat for Millwall was as convincing as the scoreline suggests, with Steve Lomas' in-form side coming into the game on the back of three successive wins having overcome a tough start to the season.
But they were distinctly disappointing against a Blues outfit who dominated from start to finish, with the Lions now having not beaten Blues in 13 attempts stretching back to 1996 while their last success at St Andrew's came back in 1968.
Blues gained an early foothold on proceedings and were handed a golden - and somewhat fortuitous -chance to open the scoring after just 10 minutes.
Lingard, in full flow, was tripped from behind by right-back Dunne, with the challenge appearing to occur just outside the area before the pacy Blues striker's momentum carried him inside the box.
Yet Forde guessed correctly and dived to his left to save Lingard's low spot-kick.
However, the home side would not be thwarted.
After Andy Shinnie's right-wing cross managed to find its way through three Millwall defenders, Murphy was on hand to drill home at the back post.
Chris Burke saw his left-footed effort well parried by Forde but the home side were quickly two goals to the good - with Murphy again on the scoresheet courtesy of a superb left-footed free-kick curled into the top corner from 20 yards.
The visitors started the second half with greater purpose to match that of Birmingham, substitute Lee Martin finally forcing Darren Randolph into a save - but it proved to be the only one he made all night.
And Adeyemi extended the hosts' advantage in the 68th minute as he produced a neat finish when following up Shinnie's parried effort.
Fit-again Nikola Zigic continued his comeback from injury with a cameo but Birmingham were already home and dry, with Lingard heading home a close-range fourth from the lively Burke's cross.