The NBA champions ended their rivals' 27-game streak dating back to last season with a 20-0 run this season.
Two-time NBA MVP Jokic finished with 34 points, 12 rebounds and 9 assists.
Murray was the Nuggets' leading scorer with 35 points on 15 of 21 shots.
"Throughout the season you have to find ways to motivate yourself and motivate your team and for them to go undefeated at home really motivated us," he said.
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"We just wanted to come here and bring the right energy.
"It's a lot of fun when it gets competitive and physical like this. It's a really good win on the road."
Derrick White was the leading scorer for Boston with 24 points, while Jayson Tatum added 22 and Kristaps Porzingis 21.
The Celtics led by 12 points in the second quarter, but Denver took a 99-98 lead with three minutes and 36 seconds to play.
Tatum missed a chance to tie it late and the Nuggets held on for the win.
Devin Booker scored 52 points as the Phoenix Suns defeated the New Orleans Pelicans 123-109.
The Suns point guard hit 18 three-pointers on 30/30, while Kevin Durant scored 26 points and Bradley Beal 13 for the Suns.
The rebirth of the Los Angeles Lakers came to an end as the 17-time NBA champions defeated the Brooklyn Nets 130-112.
The struggling Lakers had back-to-back wins over Oklahoma City and Dallas this week, suggesting they may have turned the corner, but Cam Thomas led the Nets with 33 points off the bench, including 4 three-pointers.
Anthony Davis and LeBron James were the top scorers for the Lakers with 26 and 24 points respectively.
Joel Embiid, the reigning NBA MVP, scored 36 points as the Philadelphia 76ers defeated the Orlando Magic 124-109, having scored 30 or more points in 19 straight games.
