Last year the Wildcats watched a 25-point second-quarter lead erased by the biggest comeback in Southern Mississippi history in a 44-35 loss.
This time, Southern Miss had the ball deep in its own end down a touchdown in the final two minutes. But quarterback Kwadra Griggs' desperation pass on fourth-and-20 was incomplete.
Kentucky went up 24-10 late in the third quarter when Darius West sacked Griggs, and linebacker Denzil Ware returned the fumble 20 yards for a score.
The Golden Eagles cut it to 24-17 when Griggs hit Korey Robertson on a 26-yard touchdown pass.
Kentucky quarterback Stephen Johnson's eight-yard run on third-and-4 put Kentucky up 7-0 early in the second quarter.
The touchdown was set up by a Golden Eagles turnover. Quarterback Keon Howard was sacked and fumbled, with Ware recovering on the Southern Miss 14-yard line.
After Rachuan Mitchell's 22-yard field goal cut the Kentucky lead to 7-3, Sihiem King's 46-yard kickoff return set up the Wildcats at the Golden Eagles' 37-yard line.
Three plays later Johnson hit tight end C.J. Conrad on a 23-yard pass to make it 14-3.
Both offenses struggled in the opening period.
The Wildcats' promising second drive was undone by a Wildcat formation miscue.
Kentucky had a first-and-goal from the 4-yard line after Johnson hit Conrad for 59 yards. But running back Benny Snell took a direct snap on the next play and fumbled, the game's first turnover.
The Golden Eagles had just one rushing yard in the first quarter.
Johnson finished 11 of 20 for 176 yards and a touchdown. Griggs threw for 222 yards and two touchdowns on 15 of 26 passing.
Kentucky has its home opener Saturday against Eastern Kentucky. The Golden Eagles host Southern the same day.