"Moonrise Kingdom" is about two 12-year-olds (newcomers Jared Gilman and Kara Hayward) in love and running away together on a New England island in 1965. Murray, along with Bruce Willis, Edward Norton and Tilda Swinton make up the more cynical adults in pursuit.
"I really don't get any other work but through Wes," joked Murray. "The making of these films has become more of a fun adventure all the time. I'm just delighted. I've known Wes a pretty long time and he just gets better."
Cannes runs until May 27 and has days of glamorous premieres to go, but the plaid-wearing Murray may have already made the festival's signature fashion statement.