The former Hustle star will play Gaia, a childhood friend of Lucretia (Lucy Lawless) in the six-part series.
"They've very, very friendly," Murray hinted to TV Guide. "It's [set in] a time where women had very little power. They couldn't vote [and] they couldn't own property. It was looked down on for a woman to be without a husband. So she finds herself alone in the world and Lucretia is all she has."
Series creator Steven S. DeKnight added that Gaia was a figure from Lucretia's "wild days".
"Lucretia is trying to become more respectable but Gaia is still the wild card," he explained. "[She] actually loves Lucretia, will stand by her through thick and thin, but is not adverse to pulling her into a bit of old-time trouble."
Lawless recently admitted that she had been "nervous as hell" while filming sex scenes between the two characters.
Spartacus: Gods Of The Arena begins tonight at 10/9c on Starz.