A car that had taken Murray into St Andrews was involved in a four-vehicle crash in the town just before 1pm this afternoon.
The 69-year-old, best known for his comic roles in Ghostbusters, Caddyshack, Groundhog Day and Scrooged, is in the Fife town to play in the Alfred Dunhill Links Championship along with actors Justin Timberlake, Greg Kinnear, Luke Wilson and Matthew Goode on Thursday.
Tournament organisers said Murray was not in the car at the time of the crash, which happened in Greyfriars Garden around 12:55pm.
The statement was issued despite the comic actor having appeared at the Old Course practising one-handed, with a bandage on his left hand, leading to claims he had sustained a minor hand injury in the crash.
Roger Kelly, head of communications for the Alfred Dunhill Links, said: "A car that had taken Bill Murray into St Andrews was in a minor accident, nobody was hurt.
"Bill Murray was not in the car at the time of the collision. He was not injured and he will be playing in the Championship."
Police had been called to the scene.
A witness had reported Murray applying ice to one of his hands as he spoke to officers at the scene of the car crash.
The vehicles involved were a Jeep, a Mercedes E Class, a Ford transit van and a Citroen C4.
One of the vehicles involved was a Fife Council vehicle.
Tom Henderson, Fife Council service manager, said: "Until an investigation is carried out, it would be inappropriate to comment further at this time."
The Alfred Dunhill Links Championship takes place over three of the most historic courses in the world - the Old Course at St Andrews, Carnoustie and Kingsbarns, from 26-29 September.