Isaiah Canaan had 31 points and six rebounds for Murray State (23-1, 11-1 Ohio Valley Conference), which was the last unbeaten team in Division I.
Murray State has won the last eight meetings against Tennessee State (16-10, 9-4) dating to 2008-09.
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 Mooremade 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.
Courtesy of ESPN