Murray played Thursday in the PGA Championship in Fort Worth, Texas, but withdrew during Friday’s round, citing illness.
He was later found dead on Saturday.
PGA tour commissioner Jay Monahan writes in a statement that he and everyone on the tour are devastated and in shock.
“The PGA Tour is a family, and when you lose a family member, you’re never the same again. We mourn Grayson and pray for his loved ones,” he continues.
Grayson Murray struggled for a long time with alcohol problems and depression, which he himself was open about in several interviews. He said in January that he had been sober for eight months.
He won two events on the PGA Tour: in his debut season in 2017 and in January of this year.
Grayson Murray turned 30 years old.