Murray Exelby (11 October 1912 – 21 October 1987) was an Australian rules footballer who played for Essendon in the Victorian Football League (VFL). Exelby, a rover and half forward flanker, kicked six goals against Melbourne in the opening round of the 1940 VFL season and finished the year with a career best 24 goals. Recruited from East Brunswick, he was a losing Grand Finalist the following season and a premiership player in 1942, with two goals in the Grand Final win over Richmond. In all he appeared in eight finals during his career.