Eastern Kentucky (13-3, 3-0), which has outscored its first three OVC opponents by 40 points in the first half, scored the first seven points of the game and later used a 24-0 run to take a 31-11 lead 6:25 before halftime.
The Racers (11-4, 2-1) trailed 67-46 before a 3-pointer by Dexter Fields with 6:56 remaining started them on a 16-0 run. Stacy Wilson and Isaiah Canaan also hit 3-pointers, and another by Jeffrey Moss with 3:33 left brought Murray State within five points, 67-62.
Two free throws by Walden and a layup by Tarius Johnson pushed the lead back to nine points, 71-62, with 2:21 left. DiNunno had two free throws and Walden two free throws and a layup in the final minute for Eastern Kentucky.
Johnson had 17 points and seven rebounds for the Colonels, whose victory was their first in Murray in four years.
Canaan, who became Murray State's all-time leader in 3-pointers made last Saturday, added four more to increase his career total to 258 and finished with 24 points. Wilson added 16.