Auburn briefly took a 10-7 lead when Onterio McCalebb returned a kickoff 100 yards for a touchdown to open the second half, but Mississippi State (2-0, 1-0 Southeastern Conference) responded with 21 unanswered points.
Auburn (0-2, 0-1) struggled through an awful offensive performance. Kiehl Frazier completed 13 of 22 passes for 125 yards, three interceptions and two lost fumbles.
The victory broke a string of unsavory trends for the Bulldogs. They had lost 10 out of the last 11 against Auburn -- including four straight -- and hadn't won an SEC opener since 1999.
It was also coach Dan Mullen's first victory against the SEC Western Division's best four teams. He was 0-12 combined against Alabama, LSU, Arkansas and Auburn until Saturday's breakthrough.
The big reason for the victory was Russell, who was deadly accurate when given time in the pocket. The 6-foot-5, 210-pound junior completed 20 of 29 passes and didn't throw an interception. LaDarius Perkins added 83 yards rushing and a touchdown.
Auburn's offense wasn't very good in a season-opening 26-19 loss to Clemson last weekend, and it took another step backward against the Bulldogs.
The Tigers were handcuffed by a passing game that alternated between non-existent and atrocious. Frazier was especially bad in the first half -- completing just 1 of 7 passes for minus-2 yards and two interceptions.
McCalebb briefly gave Auburn hope at the beginning of the second half with his stunning touchdown on the kickoff return. He was barely touched as he weaved through Mississippi State's defense.
But the Bulldogs overcame that costly mistake, leaning on Russell as he picked apart Auburn's secondary on the next drive. It ended with a beautiful 13-yard touchdown pass, thrown on the run to Chad Bumphis, and Mississippi State never looked back.
Mississippi State took a 7-3 lead by halftime after a 30-yard touchdown pass from Russell to Green midway through the second quarter. The margin could have been much bigger.
The Bulldogs squandered two interceptions by cornerback Johnthan Banks in Auburn territory, failing to score on both ensuing possessions. Devon Bell also missed two field goals -- a 36-yarder that was pulled wide left and a 43-yarder that was blocked.
Banks now has 14 career interceptions, the most for an active player in the Football Bowl Subdivision.
The early offensive ineptitude brought back memories of Auburn's 3-2 victory over Mississippi State in 2008, a game long lamented by both sides for its ugliness.
But the Bulldogs improved quickly. The Tigers did not.
Auburn did not have an offensive touchdown and has scored only one through two games this season. Mike Blakely led Auburn with 42 yards rushing.
Mississippi State outgained Auburn 388-216, and even that wide margin doesn't do the rout justice. The Tigers had just 90 total yards through three quarters, moving the ball only when the Bulldogs had the game well in hand.