Murray was on No. 9 at the TPC Tampa Bay during the first round of the Outback Pro-Am on Friday when he hit Gail DiMaggio as she was watching the tournament.
He was playing with Hal Sutton, Jeff Sluman and Fred Paglia. They continued while Murray's caddy took him in a cart to the woman's yard, where the paramedics were attending to her.
Murray said DiMaggio was taken to a local hospital.
He joked with reporters that DiMaggio isn't the first spectator he's hit. The 58-year-old comedian is an avid golfer who often plays in celebrity tournaments.