Robert Covington had 17 points and eight rebounds to lead the Tigers to a 72-68 victory that handed the last unbeaten team in Division I its first loss of the season.
Steve Prohm took the responsibility for his first loss as a head coach upon himself.
"I've got to do a better job in some areas to make sure we're doing a better job executing at times," Prohm said. "But, I'm proud. I'm extremely proud of our guys. We had an amazing run, 23 wins in a row. I'm sure we set a lot of records along the way, but now we've got to be totally locked in on winning a conference championship."
Isaiah Canaan had 31 points and six rebounds for Murray State (23-1, 11-1 Ohio Valley Conference).
Murray State has won the last eight meetings against Tennessee State (16-10, 9-4) dating to 2008-09.
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"Isaiah had 31 and was 7 for 10 from the 3 and 10 for 13 from the field and some of the shots he was hitting, you just sit over there as an opposing coach and say `Are you kidding me? ' You just can't defend any better," Tennessee State's John Cooper said. "But I thought we did a much better job on him in the second half and down the stretch in limiting his touches so he just did not control the game as much."
Covington hit a 3-pointer with 4 minutes left that gave Tennessee State a 65-62 lead.
The Tigers led 69-68 when a turnover gave Murray State the ball with 11.2 seconds to play. Tennessee State stole the inbounds pass. Covington was fouled with 9.7 seconds left but he missed both free throws.
Canaan turned the ball over and committed a foul with 3.5 seconds to play. Kenny Moore made two free throws to make it a three-point lead.
Murray State again turned the ball over on a long inbounds pass and Jordan Cyphers made one of two free throws to seal the upset.
"I'm very proud of our young men to be able to come here and win on the road," Cooper said. "It is certainly not an easy place to play, a packed house and a team that just stuck to it. There was a point where we were down 12 points in the second half but yet, and still for whatever reason, we hung in there."
The Racers scored the first seven points of that game but they went more than 6 minutes without a field goal. The scoreless streak ended when Jewuan Long connected on a layup off a pass from Zay Jackson to give the Racers a one-point lead.
Jackson stole the ball with 33 seconds remaining in the first half. Canaan had the ball in his hands and as Prohm stood and pointed directions, the crowd stood and cheered. With 4 seconds left Canaan made a 3-pointer to give Murray State a 40-33 lead. Canaan finished 7 of 10 from 3-point range.
There were nine lead changes -- five in the second half. Tennessee State's bench outscored Murray State's 30-10.
"It's an amazing feeling," Tennessee State's Wil Peters said. "Most people don't get this experience in their whole college career to beat a team that was unbeaten for a long period of time and to share that with your teammates your senior year is very special and I'll probably remember this for the rest of my life."