According to the source - a long-time member of New Life Church where the second shooting took place - Murray had a falling out with Youth With a Mission (YWAM) after working with the organisation a couple of years ago. He sent antagonistic and threatening correspondence afterward, CNN reported.
YWAM's missionary training centre in Arvada, Colorado, was the site of the first attack.
Murray, 24, shot two people dead at the centre and wounded two others, then drove to New Life Church in Colorado Springs - about 80 miles south of Arvada - where YWAM has a satellite office, the source told CNN.
New Life worshippers had just ended an 11:00am service when Murray arrived. He threw a smoke grenade into an area where some people were gathered after the service, and then got in his car and drove around to a different church entrance where he fired into a car.
He killed two teenage girls, Rachael Works, 16, and Stephanie Works, 18, and wounded their father, David Works, 51, the source said.
A church security guard confronted him and shot him. Murray died at the scene.
The 10,000-member church had beefed up security that day after hearing about the shootings at the Denver area mission centre. New Life's senior pastor, Brady Boyd, said the gunman was unknown to parishioners there.
One church member, Tom Doyle, recalled seeing the gunman in a black coat as he was leaving the church after service.
"There were so many people walking through the parking lot, going to their car ... and I remember seeing someone that I thought 'well, that's kind of unusual,'" Doyle told CNN.
Doyle said the suspect had "looked a little out of place".
