Kentucky (10-19), the No. 12 seed, snapped a 13-game losing streak. The Cats, who had not won since Jan. 6 at Alabama, will face No. 4 seed LSU on Friday at 7 p.m. ET in the second round.
``We finished with a lot of heart and a lot of determination to pull this game out tonight,'' Kentucky coach Bernadette Mattox said.
Shambrica Jones scored a career-high 18 points for Kentucky. Rita Adams and Danyelle Payne each added 12 for the Cats.
Kentucky withstood a 25-point effort from Tan White and 23 from LaToya Thomas, the nation's leading scorer. The Cats relied on strong rebounding (40-26) and a defense that forced 25 turnovers while recording 11 steals.
Mississippi State (18-11) lost for the fifth time in its last seven games.