The 51-year-old mother of three went missing on February 4 and despite several extensive police searches, her body has not been found.
Patrick Orren Stephenson, 22, faced the Ballarat Magistrates Court on Thursday via video link from prison, wearing a white T-shirt.
He has been charged with Ms Murphy's murder at Mount Clear, near Ballarat, after she disappeared.
Prosecutor Raymond Gibson KC informed the court that Stephenson had elected to stand trial in the Supreme Court over the murder.
This will mean Stephenson does not face a committal hearing in the lower court, which his barrister Michael Allen said his client understood.
Magistrate Mark Stratmann asked Stephenson to enter a plea to the murder charge.
"Not guilty Your Honour," Stephenson responded.
He will next face the Supreme Court for a directions hearing on November 27.
Stephenson is the son of former AFL player Orren Stephenson, who played 15 games for Geelong and Richmond between 2012 and 2014.