Sir Alexander Hepburn-Murray, Bt., of Balmanno and Blackcastle, Captain in the 17th Regiment, was the only son of Sir Patrick (or Peter) Hepburn-Murray and Anne Hay of the Drumelzier family. He was born on 4 December 1754.
He had 2 sisters - Mary and Anne. When Alexander was only 16 months old, his father died and he inherited his title. When he was nearly 8, in 1762, his mother remarried, her second husband being Archibald Stirling of Keir. Alexander joined the 17th Regiment as an Ensign, 2 April 1771, before the regiment left Scotland for Ireland. He became a Lieutenant on 26 January 1773. He renewed his friendship with Willie Leslie, who joined that same year, and whom he knew from home. He obtained his Company on 23 August 1775.
The young friends arrived in North America at New Year 1776. Neither of them ever returned to Scotland. On 27 August 1776 Alexander Hepburn-Murray, last baronet of his line, was ripped apart by a cannon ball in the battle of Long Island. He would have been 22 years old on 4 December.
His mother died in 1807.
Of his two sisters, Anne married John Stirling of Craigbarnet, and died without issue, and Mary married in 1777 Colonel John Belsches of Invermay, a kinsman of Lady Jane Leslie's husband. Indeed, on the death of Mary's son Alexander Hepburn-Murray-Belsches, the family's property devolved upon Lady Jane's grandson, Sir John Stewart Forbes of Pitsligo, Bt. (1804-66).