As well as Game Of Thrones, Murphy was due to appear as a villager in upcoming movie Dracula Untold.
He starred in several other movies throughout his career including Angela's Ashes, Mickybo and Me and Cal.
Murphy, who is survived by his wife Mary, was also well known for his theatre work and played many parts at the Lyric Theatre in Belfast.
Game of Thrones bosses said they wouldn't recast the role.
"We will not be recasting JJ Murphy. He was a lovely man, and the best Denys Mallister we could have hoped for. And now his watch is ended," showrunners DB Weiss and David Benioff were reported as saying by The Wrap.
The Arts Council of Northern Ireland praised Murphy as a mentor to younger Belfast actors, including Liam Neeson.
Murphy's Belfast funeral is scheduled for Wednesday.
- Bang! Showbiz, AP and nzherald.co.nz