The loss extends Mississippi State's conference skid to 16 games, which ties a school record. The Bulldogs have lost 21 straight on the road, with their last win away from home coming two years ago.
The Bulldogs made three 3-pointers in the last minute, but Texas A&M (10-5, 1-2) tacked on six free throws to lead 70-65 with 20 seconds left.
Mississippi State hung around after that, twice cutting it to three points in final 13 seconds. A&M answered again with free throws, making two by Caruso and two from Danuel House to secure the win. House finished with 19 points.
I.J. Ready led Mississippi State (7-9, 0-3) with 18 points.