The loss ended the Western's home court winning streak at 39 games, as the Toppers fell to 0-3. The Bulldogs won their third straight contest to open the year.
"Once again I think you saw a young team on our part, with four new starters, playing against an unbelievably talented Mississippi State team," said Western head coach Darrin Horn. "I don't think you can ask for much more than the shot we got when we were down two, it just didn't go in. I'm proud of my guys down the stretch for the way they continued to battle. I felt like we put together a 40-minute effort tonight, which is something we lacked the first two games."
"Our team had an opportunity to come in and make a stand," MSU head coach Rick Stansbury said. "We had an opportunity to see what we're made of against a team who had a 39 game win streak. All records are made to be broken and why couldn't and shouldn't it have been us."
Winchester shot 9-of-14 from the floor and hit all five free-throw attempts in scoring 10 more points than any of his 35 collegiate contests. It's the third straight game the sophomore has recorded double-digits, matching the number of games he scored 10 or more points in last year. Winchester grabbed five rebounds and handed out four assists without a turnover.
Mike Wells added a season bests of 20 points and eight boards, while Nigel Dixon collected 15 and five, respectively.
The Toppers shot a season-high 45.9 percent from the floor and sank 12-of-14 (85.7 percent) free throws.
Frazier was 6-of-10 from behind the three-point arc, hitting 9-of-16 from the field overall. Lawrence Roberts chipped in with a double-double with 13 points and 10 rebounds, while Timmy Bowers scored 15 points, Marcus Campbell 14 and Shane Power 11.
MSU shot 48.3 percent from the field, including hitting 10-of-20 three-point field goals.
It was Western that got off to a fast start, the second time this week that the Hilltoppers have jumped out to an early lead. Dixon, Todor Pandov and Wells combined for eight points in the paint before a Winchester three-pointer at 16:33 gave the Toppers an 11-4 edge. Wells' three with 14:34 to go made the score 16-6, Western's largest lead of the night.
WKU still held a five-point advantage, 28-23, after a Winchester jumper at 7:19, but the Bulldogs countered with five unanswered points to knot the game at 28, the contest's first tie since it was 2-2 in the opening minute. MSU took a one-point lead on two occasions, however Antonio Haynes' three-pointer and a layup from Winchester gave Western a 38-34 lead with 3:29 to go in the half. After a trey from Frazier ended a 5-0 MSU run that tied the game, 39-39, the teams traded points on a Haynes layup and two free throws by Power to go into the locker room tied at 41.
Pandov scored the first points after the break, but the Bulldogs led through most of the final 20 minutes. Roberts gave MSU a seven-point advantage, 61-54, at 9:01, but the Toppers responded with a 9-1 spurt and grabbed a 63-62 lead at the 6:20 mark when Wells sank a pair of free throws.
Western last led 68-67 when Winchester hit from behind the arc with 4:36 to go, and tied the contest one last time at 70 a minute-and-a-half later on two Winchester free throws.
Bowers layup with 2:40 to go gave the Bulldogs the lead for good. Although a Frazier three made it a five-point game, Wells answered with a trey at the other end and WKU had a chance to tie in the final minute, but Winchester's floater just outside the lane wouldn't fall after hitting the rim.
WKU returns to action Thursday against instate rival Louisville, with the contest to tip at 7:30 p.m. (CST) at the Gaylord Entertainment Center in Nashville, Tenn.