The Eagles (4-4) broke a 15-all tie midway through the first half with an 21-7 run fueled by two 3-pointers from Murray to help them coast to a 43-32 lead at the break.
UMBC (3-8) cut the deficit to seven in the second half after an Aaron Morgan free throw, but Sterling Smith countered with a 3-pointer to ignite a 14-2 surge for Coppin State. The Retrievers couldn't pull closer than 11 after that and fell behind by as much as 25.
Five players scored in double figures for Coppin State with Smith chipping in 17 points and six assists. Arnold Fripp had 15 points and Brandon St. Louis contributed 12 with nine rebounds and five blocks.