Murray will play Brad, the older brother of Queens' resident Chad Radwell (Glen Powell), reported Entertainment Weekly.
Brad Radwell is an agent at Endeavor.
Actor Patrick Schwarzenegger will be seen in a cameo on the show. He will play Chad's younger brother. Additionally, the show will feature the Radwell parents, with Alan Thicke taking on the role of the family patriarch and Julia Duffy playing the mother.
Chad is the president of the Dickie Dollar Scholars golf fraternity and the occasional boyfriend of Chanel Oberlin (Emma Roberts), the president of the Kappa sorority.
Created by Ryan Murphy, Brad Falchuk and Ian Brennan, the anthology series will begin its first season with a two-hour premiere on Tuesday, September 22 on FOX.