Cosey had 17 of his points by the intermission and Eastern Kentucky led 54-28. But EKU (5-1) struggled at the start of the second half, missing its first four shots and turning the ball over six times as the Bulldogs scored 12 consecutive points.
Brandon Ellis' layup for Alabama A&M (1-3) with 1:35 remaining cut the Eastern Kentucky lead to 68-62. A backdoor pass from Eric Stutz to Walden, two EKU free throws and a dunk by Marcus Lewis gave the Colonels a comfortable advantage at 74-62 with 58 seconds remaining.
EKU only shot 27.8 percent (5-of-18) from the field in the second half and missed all eight three-point shots. Stutz had 11 points and 11 rebounds.
Ellis and Jeremy Crutcher each had 14 points for Alabama A&M.