Murray, whose 30 goals this season fired Palace into the promotion hunt, collapsed to the ground in agony after appearing to get his studs caught in the turf. It leaves the Eagles facing an uphill task when they head down the M23 for Monday's second leg against a Brighton side strong at home.
Boss Ian Holloway said: "The doctors are having a look and he'll need a scan. It could be all sorts of things but the doctors fear it is cruciate ligament damage."
Meanwhile, the eagerly-anticipated meeting between two clubs who have been exchanging insults since the days of Terry Venables and Alan Mullery in the 1970s finished all square. There may be 44 miles between these sides but there is no love lost, and nothing could separate them in south London.
Brighton had the better of the first half but Palace improved after the interval and had efforts from Danny Gabbidon and Kagisho Dikgacoi cleared off the line. There was also a fond farewell for Manchester United-bound winger Wilfried Zaha, playing his final game at Selhurst Park.
"Brighton moved the ball well but we got to grips with it and looked half decent in the second half," added Holloway. "Wilf didn't get much out of Wayne Bridge in the first half but he did better on the other side in the second.
"I'm pleased with the performance, and I thought we finished strongly even after losing Glenn. We'd have liked a lead but we didn't get one. But it's still all to fight for and all to play for."
Brighton bossed the first half and should have scored when Leonardo Ulloa met Bridge's cross but the Argentinian striker headed wide. Dean Hammond thought he had broken the deadlock but his powerful header drew a fine point-blank save from Julian Speroni.
Seagulls manager Gus Poyet said: "The thing that pleased me most was the first half - normally the home team starts strongly but we played our way and passed the ball and had best chances of the half. In the second half I expected that reaction from Palace and it was more difficult for us.
"But we defended well and showed we are a very difficult team to beat."
Source: PA
Source: PA