The Racers nearly came from behind, but they took a 77-74 loss in their first game of the season at Valparaiso.
After a back-and-forth first half, Murray State faced a 7-point halftime deficit.
The Crusaders slowly started to pull away in the opening minutes of the second half until freshman Cameron Payne hit a 3-pointer to cut the lead back to single-digits.
Down by 12 with 15 minutes to play, Murray State chipped away at the lead and had more than one opportunity to tie the game.
With just under six minutes in the contest, a rebound and score by sophomore forward Tyler Rambo followed by a fast-break layup from senior guard Dexter Fields left the team down by three.
With a chance to tie the game at 71 with 2:46 to play, Payne missed a pair of free throws, then missed a jumper a minute later with the same opportunity to tie.
Murray State was out-rebounded 44-35 on the night. They shot 35 percent from the field, while Valparaiso hit 43 percent.
Payne led the scoring for the Racers with 21 points. Fields and Rambo each added 12, while junior forward Jarvis Williams earned 11.
Murray State will play again at 7 p.m. Tuesday at home against Brescia.