The Wildcats (13-3, 3-1 Southeastern Conference) have won nine straight over the Bulldogs and 12 consecutive league games at home.
Mississippi State (7-8, 0-3) rallied from a 20-point deficit in the second half and trailed 74-71 with 1:14 remaining, but the Wildcats made six free throws in the final 47 seconds to seal the win.
Murray made two of his first three shots — both 3-pointers — and scored 11 of Kentucky’s first 17 points. Murray connected on three 3s and scored 11 points in the first half.
The Bulldogs got 20 points from Craig Sword, followed by Malik Newman with 14 and Gavin Ware with 11.