As you'd expect from the headline, it's what's known as a wide-ranging interview. He talks of "the challenge" of being a practising Catholic in government.
"People know my views: it is not my business to impose my religious views on other people, but it is important that people understand that my views are coloured by my religious background - after all, it is one of the reasons I jointed the Labour Party.
"I am not saying for one minute that you can't be a Christian if you are a Conservative, a Liberal or anything else. But for me it was the social justice element of Christianity that filled in the Labour Party."
Mr Murphy says the Welsh Secretary's jobs has changed a lot from when he first held the post between 1999 and 2002 - "there is an awful lot more work to do for me".
The Torfaen MP says his most rewarding time in politics was as political development Minister in Northern Ireland from 1997-1999, taking in the Good Friday Agreement.
He finds some warm words for his successor in both Northern Ireland and Wales: "I was very sorry that Peter Hain had to leave the job: he was very good in both the Wales and Northern Ireland jobs, where he brought the culmination of the peace process into being, and that was too quickly forgotten by some people."
Some people? Not apparently a reference to the Prime Minister who judged Mr Hain guilty of "an incompetence" and dispensable but to the media who allegedly forgot his successes in Northern Ireland when reporting his downfall.
Mr Murphy also reveals his passion for classical music. "Elgar is my favourite, perhaps strange for a Welshman, but he helped me switch politics off in breaks from some interminable wrangling in Belfast."