Helping to promote Friday night's Bushfire Appeal Match between the Bulldogs and Essendon at Telstra Dome, Murphy said his sister Bridget was almost trapped in the fires near Buxton north-east of Melbourne.
"My sister was with a few friends up close to Buxton, just four pregnant girls having a couple of days away, and they actually got stuck in Buxton and decided, in panic, to jump in the car and take off," Murphy said.
"They made it out, lucky enough, because we've found out now if they had stayed, they might not be with us. It was a pretty scary day on Sunday for our family.
"We've all been touched by it personally. My home town of Warragul is right in the danger zone. It is an honour to play some small part in helping the people who are less fortunate."
Essendon skipper Matthew Lloyd said the bushfire-affected Bendigo region was "close to the Essendon Football Club's heart", with the Bendigo Bombers acting as the club's VFL affiliate.
"We're liaising with them in how we can most benefit them and other areas," Lloyd said.
"Jason Winderlich is from the Gippsland area, and he has been fortunate at this stage that his family's property hasn't been affected yet. We've all been touched by people close to us, family and friends who have been touched by this."
The AFL announced on Monday that the NAB Cup clash would be moved from Darwin's TIO Stadium to Telstra Dome and used as a fundraiser for bushfire relief.
Lloyd said the Bombers would wear the bushfire appeal number as their shorts logo on Friday night, and would auction jumper and shorts sets from the players at essendonfc.com.au.
The club will also donate 25 per cent of all money spent on merchandise at the game, as well as money raised at the Bombers' Family Day on Sunday, February 22, at Windy Hill.
The Essendon captain said it was pleasing for the players to be able to use their high public profiles to help people affected by the tragedy.
"One great thing about being part of an AFL club is you can reach people," he said.
"We deal with young troubled youths and they can talk all day, all year long to their parents and workers who are trained in that area, but it might just be one little thing from an AFL player that can be the difference in turning someone's life around.
"We see it as a small thing we're trying to do, but I know we're really looking to get into those areas when we can, just whether it's to put a smile on someone's face.
"We can't comprehend losing a home or a loved one, but you wouldn't believe the care and feel we've got for what's going on at the moment."
Murphy agreed, and said it was amazing to see so many young people striving to help the cause.
"Football always transcends the game and the boundary line. It's going to be great for the state to have a focal point on Friday night to have something to look at and take time to think about," he said.
"The response has been so immediate, and I think a lot of that has come from young people who just want to get involved.
"I think the worse the situation gets, it's actually bringing out the best in people. It's pretty heart-warming."