The Cowboys are in Connecticut for the Basketball Hall of Fame Showcase.
Bryce Thompson led the way for the Cowboys with 14 points while Moussa Cisse had a double-double with 12 points and 11 rebounds.
Oklahoma State Pulled away with a 10-0 run early in the second half to build an 18-point lead.
The Cowboys led by double figures the rest of the game and won 80 to 58.