Not only did the No. 20 Bulldogs ease his mind on that issue, they did it effectively.
Tyler Russell passed for two touchdowns and Mississippi State held Kentucky to just 228 yards on offense, leading to a 27-14 victory Saturday.
"We lost our focus a couple of times with a couple of people, but overall, I'm real pleased," Mullen said. "I think our defense played very well over the course of the game.
"I would've liked a couple more scores."
LaDarius Perkins carried 25 times for 110 yards, including a 31-yard score, and Devon Bell kicked field goals of 20 and 37 yards as Mississippi State moved to 5-0 for the first time since 1999. The Bulldogs are 2-0 in the Southeastern Conference.
Bumphis, who finished with 9 receptions for 104 yards, also broke the school record with his 17th career TD.
"It's a big deal to get it (the record) out of the way, finally," Bumphis said.
Mississippi State finished with 158 yards rushing and 427 total, splitting its season-high 78 plays evenly running and passing.
Freshmen quarterbacks Patrick Towles and Jalen Whitlow both led scoring drives for Kentucky (1-5, 0-3), which lost its fourth straight. Whitlow played the second half after Towles sprained his ankle just before halftime.
Whitlow finished 10-of-21 passing for 73 yards, adding 26 rushing yards on eight carries. Towles was 5 of 6 for 71 yards.
"I thought both of them competed hard," Kentucky coach Joker Phillips said.
But it was all about the Bulldogs, who showed no rust from a week off. The defense allowed its second fewest yards this season, 12 more than it allowed in a 28-10 victory over Auburn last month.
"It's good to get a win even though we didn't cause any turnovers," cornerback Darius Slay said. "We at least had about seven or eight 3-and-outs, so it put the offense in good field position a lot."
Offensively, Mississippi State converted 10 of 18 third downs and one fourth down.
The offense started deliberately in taking the opening kickoff and driving 85 yards in 13 plays. Russell's mix of quick slants and short out patterns accounted for 57 yards on 6-of-8 passing, including a screen pass to Marcus for the first score.
Marcus was helped by a collision between Kentucky defensive end Taylor Wyndham and safety Martavius Neloms as they appeared to have him hemmed up in the backfield. That cleared his path to the end zone.
The Bulldogs had an easier time taking a 14-0 lead, moving 61 yards in six plays with little resistance from the Wildcats, especially on the final two snaps. After Russell's fourth-down run for 4 yards to Kentucky's 31, Perkins broke through the right side virtually untouched for his sixth touchdown this season.
"We wanted that kind of fast start, playing on the road against a team with freshman quarterbacks," Mullen said.
Kentucky stumbled to consecutive 3-and-outs totaling 3 yards with Whitlow starting at quarterback. The Wildcats had suggested alternating him and Towles from play to play, but the switch didn't happen until the third possession.
Towles entered the game to cheers, and he drew even more in leading a 10-play, 80-yard scoring drive.
The highly touted freshman was 5 of 5 for 71 yards, completing it with a 32-yard TD pass to wide-open La'Rod King. But the Wildcats couldn't sustain anything else, and Towles sprained his ankle on a second-quarter sack and did not return.
Neloms left the game with a hamstring injury.
Bell's field goals made it 20-7 for Mississippi State, which outgained Kentucky 172-17 in the first quarter and 278-90 for the half. The Bulldogs' first two plays of the second half culminated in a 27-7 lead as Russell found Bumphis for his second TD pass, a 40-yard drive helped by defensive holding on Wildcats cornerback Cartier Rice.
Whitlow returned to help Kentucky back into the game by making it 27-14, finishing a 46-yard drive with a 3-yard scoring run in the third quarter.
That score resulted from a shanked Mississippi State punt. The Bulldogs also lost two fumbles.
The Bulldogs rarely allowed the Wildcats inside the 40 in the second half and ran out the clock after taking over on downs at Kentucky's 33.
Ohio State remained No. 1 in the AP Top 25 and tied a poll record Sunday despite lagging support from voters. Meanwhile, No. 2 TCU and No. 3 Baylor edged forward and No. 4 Michigan State slipped.
Will Grier threw four touchdown passes to four receivers -- all in the first half -- and No. 25 Florida downed third-ranked Mississippi 38-10 on Saturday night.
Leonard Fournette highlighted his SEC-record third straight 200-yard game with a 75-yard touchdown run, and No. 9 LSU overcame Eastern Michigan 44-22 on Saturday night.
An officiating error led to an Oklahoma State touchdown Saturday in the Cowboys' 36-34 win over Kansas State.
Texas A&M receiver Ricky Seals-Jones, who was ejected for targeting midway in the second quarter of Saturday's game, took to Twitter late in the game, retweeting a tweet that questioned the call.
As if things weren't going bad enough at Texas, the Longhorns appear to have players on Twitter during lopsided losses and jabs at their coach accidentally being sent from other nearby teams.