Gentry retired the 12 batters he faced on only 34 pitches to earn his fourth save for Mississippi State (38-22), last season's national runner-up.
Starter Trevor Fitts (5-3) went five innings for the win.
SDSU (42-20) struck first with two runs in the top of the second, but Jake Vickerson's bases-loaded triple to the wall in right put MSU up 4-2 in the bottom of the inning.
All four of Mississippi State's runs in the second inning came after a two-out error by shortstop Evan Potter on a flip to second base. The Bulldogs added another run on Alex Detz's two-out single in the fifth.
Aztecs starter Mark Seyler (8-6) was chased after 4 2-3 innings.