Golfer Grayson Murray Told His Father He 'Didn't Want to Be Here' 2 Weeks Before His Death by Suicide at Age 30

“He didn’t like being on the road,” his sister Erica said as his family opened up about the late pro golfer in a new interview

Kevin C. Cox/Getty Grayson Murray

Kevin C. Cox/Getty

Grayson Murray

The father of late pro golfer Grayson Murray is opening up about a conversation he had with his son shortly before his tragic death.

In a new interview with Golf Digest, Murray’s family shared insight into how the PGA pro felt about being away from his loved ones while on the road — and what he said during his final time at home on May 5, just over two weeks before he died by suicide at the age of 30 on May 25.

Murray's father Eric told the outlet that "the two men cried" while they sat together in the living room of their Raleigh, N.C., home. Eric then recalled that his son said, "I don’t want to be here anymore."

The next day, Golf Digest reported, Murray played in the Wells Fargo Championship, which took place from May 6 to May 12 in Charlotte. There, he tied for 10th place. The golf star previously won his second PGA Tour title at the Sony Open in Hawaii in January.

Murray then moved on to the Charles Schwab Challenge, which took place over Memorial Day weekend in Fort Worth, Texas. He completed the first two rounds before withdrawing from the competition on May 24.

Kevin C. Cox/Getty Grayson Murray

Kevin C. Cox/Getty

Grayson Murray

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from celebrity news to compelling human interest stories.

“He didn’t like being on the road,” his sister Erica told Golf Digest about Murray's struggle with temptations to gamble while traveling. “He was a homebody, he got his energy from family and friends. Being stuck in hotel rooms, [away] from people he could trust, did a number on him.”

His father shared that Murray had ups and downs related to his mental health. “Some of the harder times were when things would be going well. You get your hopes up,” Eric said. “Then … [shakes head] … it was always a fight for all of us.”

Murray's brother Cameron then recalled his final conversation with the golfer, which took place two days before Murray’s death while Cameron was in Aruba. “We talked on Thursday. He said, ‘One more good tournament, and I’ll be down,’ ” Cameron said, referring to Murray's plans to visit him. “That place is my escape, and I was hoping it would give him the same peace.”

Related: Golfer Grayson Murray, Two-Time PGA Tour Winner, Dead at 30

“Even until the very end, he was surrounded by angels that were looking out for him,” said Murray's mom Terry, referring in part to a kind stranger her son met on a plane.

PGA Tour officials confirmed Murray's death in an official statement posted on the organization's website on May 25. "We were devastated to learn — and are heartbroken to share — that PGA TOUR player Grayson Murray passed away this morning. I am at a loss for words,” PGA Tour Commissioner Jay Monahan said in the statement.

He added, “The PGA TOUR is a family, and when you lose a member of your family, you are never the same. We mourn Grayson and pray for comfort for his loved ones."

Related: Golfer Grayson Murray's Parents Confirm He Died by Suicide: 'He Was Loved and He Will Be Missed'

In the middle of the tournament when Murray died, Monahan said he reached out to the late golfer's loved ones, who gave consent for the event to continue. The commissioner also noted in his statement that grief counselors were on hand at the various venues on the PGA Tour.

Murray’s parents confirmed he died by suicide in a statement released through the PGA Tour on May 26. "We have spent the last 24 hours trying to come to terms with the fact that our son is gone," they wrote. "It’s surreal that we not only have to admit it to ourselves, but that we also have to acknowledge it to the world. It’s a nightmare."

"We have so many questions that have no answers. But one," Eric and Terry continued. "Was Grayson loved? The answer is yes. By us, his brother, Cameron, his sister, Erica, all of his extended family, by his friends, by his fellow players and — it seems — by many of you who are reading this. He was loved and he will be missed."

If you or someone you know is considering suicide, please contact the 988 Suicide and Crisis Lifeline by dialing 988, text "STRENGTH" to the Crisis Text Line at 741741 or go to 988lifeline.org.