Murray is accused of causing Jackson's death by improperly administering sedatives and anesthesia in an effort to help the singer sleep. Jackson died at age 50 from acute propofol intoxication June 25, 2009.
Security guard Alberto Alvarez testified Wednesday during the preliminary hearing in Murray's involuntary manslaughter case that Murray told him to remove medical vials and an IV bag before calling 911, the Los Angeles Times reported.
Alvarez said Jackson's daughter, Paris, entered the bedroom where her father was and screamed, "Daddy!"
Alvarez testified he recalled Murray shouting: "Get them out! Get them out! Don't let them see their father like this," the Times said.
Jackson's sister, Janet, and his mother, Katherine, attended Wednesday's portion of the hearing, which began Tuesday.
The preliminary hearing, which will determine whether there is enough evidence to try Murray, is expected to last seven or eight days, the Times said.