TCU junior guard Natasha Lacy fell two rebounds shy of her third double-double in a row.
Lacy's 17 points was a season-high and extended her streak of double-digit scoring efforts to nine games dating back to last season.
TCU coach Jeff Mittie is responsible for five of TCU's six all-time victories against teams in the Southeastern Conference.
The Lady Frogs shot above 40 percent for the first time this season.
TCU's 40.9 percent (9-of-22) effort at the free-throw line was the fifth worst single-game mark in school history (minimum 15 attempts).
TCU sophomore guard Adrianne Ross's 15 points was her first double-digit scoring performance this season. She now has 12 for her career.
After trailing 21-11 with 8:53 to play in the first half, the Lady Frogs went on a 20-0 run that extended into the second period. MSU went 9:31 without a point between the two halves and 11:35 without a field goal.
Turnovers were a key difference in the game, as TCU forced 28 while committing 15. TCU also outscored Mississippi State 27-6 in points off turnovers.
TCU played a game outside of the United States for the first time in school history.