Western took the lead for good early in the first half and built a 12-point margin midway through the first half.
The Aggies chopped into the lead late in the game and when Shanna Richards hit a three-point shot, they trailed only 67-64 with 31 second remaining in the game.
That would be the last of Murray State's scoring. Julie Miller hit a freet throw with 16.6 seconds left and Shanessa Smith made a pair of charity tosses in the final eight seconds to preserve the victory for the Lady Pioneers.
Rayne Barnes led Western in scoring with 16 points. Melissa Winingear finished with 15 points.
Richards paced Murray State with 21 points.
Western will travel to Seminole for a 6 p.m. Thursday game with the Lady Trojans.
They will return home on Saturday for a homecoming game with Rose State. Tipoff is set for 2 p.m.
Western 70, Murray State 64
Western - Brookman 2-2-7, Medlock 3-0-8, Winingear 5-5-15, Snow 3-0-6, Miller 0-3-3, Barnes 4-9-16, Tackett 2-4-9, Smith 1-2-4, Moiser 0-2-2. Totals 20-26-70 3 point goals - Brookman, Medlock 2, Tackett.
Murray State - Richards 7-2-21, Davis 1-2-4, Richard 2-5-10, Short 2-1-5, Ritchie 1-0-3, Swan 3-9-15, White 1-0-3, Wilkins 0-3-3. Totals 17-22-64.