West had 11 points and 12 assists, and Brison White scored 15 for Northwestern State (21-8, 15-3).
Demons coach Mike McConathy won his 573rd game, the most in Louisiana college history.
Nathaniel Mason's layup with 7:43 left got Sam Houston State (15-16, 8-10) within 63-61, but Northwestern State responded with a 13-2 run. Davis capped the run with a jumper and 3-pointer, extending the Demons' lead to 76-63 with 4:28 to go.
Sam Houston State scored two points in the final 2:15, and Northwestern State maintained at least an eight-point lead the rest of the way.
The Demons shot 50.9 percent (29 of 57) compared to the Bearkats' 39.7 percent (25 of 63).
James Thomas led the Bearkats with 16 points.