Murray, 66, starred in the 1993 film, which centers around egotistical weatherman Phil Connors as he relives the same day over again and learns to be more caring and compassionate.
Murray showed up with fellow cast members Danny Rubin, who co-wrote the screenplay and the book for the musical, and actor Brian Doyle-Murray to check out the hit show. Sopan Deb documented the night for the New York Times.
Inside the August Wilson Theatre, Murray was all smiles, even posing for pictures with fans attending the performance.
The acclaimed actor also gave a classic inspirational speech to the Broadway cast.
"As actors, I can't respect enough how disciplined you are and how, how serving you are of the process," he said. "You're creating something that's very different. There's something that's higher and finer than an ordinary show."
Murray also received a round of applause from the crowd.
"The idea that we just have to try again. We just have to try again," Murray told the Times. "It’s such a beautiful, powerful idea."