The Bulldogs (3-0) finished their scoring with Bumphis's 25-yarder at the back of the end zone on fourth-and-4 with 7:00 left. That proved enough in the latest Sun Belt scare against a Southeastern Conference team.
The Trojans (1-2) stayed within striking distance with Will Scott's 40-yard field goal three minutes later in Troy's first time hosting an SEC team. LaDarius Perkins, who gained 179 yards on 23 carries, helped the Bulldogs run out the clock.
It was a game of milestones for Dan Mullen's team.
Mississippi State is off to its first 3-0 start since 1999 and has won 13 consecutive nonconference games.
Bumphis became the first Mississippi State player to catch three touchdown passes since Sammy Milner did it against Florida in 1969. He had six catches for a career-high 180 yards.
It's the first time the Bulldogs have had a 175-yard rusher and receiver in a game.
The Trojans didn't go quietly with a school-record 29,013 fans envisioning an upset a la Louisiana-Monroe-Arkansas a week ago and Western Kentucky over Kentucky.
Both offenses pretty much had their way.
Troy outgained Mississippi State 572-457 but committed four turnovers in the first half, leading to 20 points for the Bulldogs.
Russell, the reigning SEC offensive player of the week, completed 11 of 26 passes for 244 yards and the three touchdowns.
Shawn Southward rushed for 137 yards and two touchdowns.
The Trojans kept answering against a defense that had given up 10 points total in the first two games.
Justin Albert cut through a sizable hole in the line for a career-long 31-yard touchdown with 12:40 left to cut Mississippi State's lead to 23-21. The Trojans had been down 23-7 before Southward's 3-yard score late in the third.
While Robinson pecked away with largely short passes, Russell feasted on the big play and avoided mistakes.
He had 10 yards passing before Bumphis took a screen pass 72 yards for a touchdown early in the second quarter. Devon Bell's missed extra point left the Bulldogs' lead at 16-7.
Russell found Bumphis streaking by himself down the field for the 58-yarder on the first play after Slay's second interception. He hung in there in the face of an incoming blitz before launching the long ball.