In front of a record crowd of 29,013, Troy gave Mississippi State a fight, but ultimately came up short.
Mississippi State scored 20 points off of three first-half Troy turnovers. The Trojans would turn the ball over four time total in the first two quarters killing successful drives.
"It's very frustrating to move the ball up and down the field on a team like that and not get it in the end zone," quarterback Corey Robinson said. "Whether it's a turnover or something goes wrong, it's pretty frustrating."
Robinson was 32-for-45 for 343 yards, but was intercepted twice by Darius Slay.
Troy running back Shawn Southward turned in his second 100-yard performance of the season with 137 on 20 carries and two scores.
The Trojans trailed 23-7 at halftime, but scored twice in the second half to cut the deficit to 23-21.
Mississippi State scored with 7:00 left in the game on a 25-yard pass from quarterback Tyler Russell to Chad Bumphis on a fourth down to essentially put the game out of reach.
"I was really proud of our football team. I was definitely proud of our people," head coach Larry Blakeney said.
I'm not the least bit discouraged except for turnovers, the explosive plays and the timeouts. We squandered a timeout because we had 12 guys out there on a punt return. That always comes back to bite you late in a game."
Troy out-gained Mississippi State 572-457 in the game.