Lombardi declined to comment when asked about his interest in Darryl Sutter, whom Lombardi has praised in the past, but said "it's a very short list" of candidates.
The move was made after Murphy ran practice in Boston Monday. The Kings are in Boston to begin a four-game road trip Tuesday.
Stevens, who spent 2006-09 as coach of the Philadelphia Flyers -- Murray was an assistant to Stevens during part of that tenure -- will be charged with generating some offense from a team that was supposed to improve its 5-on-5 scoring with the offseason additions of Mike Richards and Simon Gagne.
Lombardi said there wasn't a last straw, although last Saturday's game would be a good example of what ailed the team. The Kings were held to two goals or fewer for the eighth straight game in a 2-1 loss to Dallas, and were beaten for the second straight game by a goalie making his first NHL start.
After that game, Murray called out the team for a lack of desperation.
When asked if the team needed a different voice in the room, Lombardi said, "In the end, it still comes down to the player getting his focus and being the best he can be. With young players today, this is a challenge. But I don't think it's just the young players. I think it's been right across the board."
Lombardi acknowledged that expectations around the team placed an emphasis on results. The organization has billboards around the city stating that "The Time Is Now."
Many outlets had pegged the Kings as a top-four team in the Western Conference, including Sports Illustrated and The Hockey News.
"This team came in with a very high level of expectations," Lombardi said. "And that puts a different perspective on your room and the young players. It's unique here in that you're counting on these young players. But the established players have to step up here.
"This year the expectations were higher, so it gets dicier."
Lombardi hired Murray in 2008 primarily because of the coach's structured defensive system. But there was a growing sense that that system was fine for young players, but not for a team ready to take the next step, such as L.A.
Lombardi said it obviously wasn't pleasant informing Murray, who coached his 1,000th career game earlier this season, of his decision.
"I don't think words can ever describe how hard something like this is," Lombardi said. "You're talking about, first off, a really good man. He really stabilized this franchise, pointed it in the right direction. He taught these players a lot. When they look back, they're going to realize they learned a lot from him.
"This is one of the hardest-working coaches that I've ever been exposed to in terms of his commitment to the game and always searching for ways to get better."
There was a lot of talk off the ice. From a player's standpoint, that's not the talk in the room. GMs make decisions, coaches make decisions, but as a team you have to come together and be ready to go, and we are.
— San Jose Sharks forward Tommy Wingels on his team's approach entering training camp