The Cowboys led by five at halftime and never surrendered the lead in the second half, though the Bobcats closed to within two points before Wyoming scored the game's last eight points over the final 2:11.
Nance made 12 of 15 free-throw attempts on his way to the second 30-point effort of his career. He scored 20 or more points for the fourth time this season.
Wyoming's Derek Cooke Jr. contributed his first double-double this season and third of his career, scoring 13 points and grabbing a career-high 11 rebounds.
Marcus Colbert led Montana State (3-9) with 20 points.
Wyoming (11-2) was strong inside, outscoring the Bobcats 30-14 in the paint, the eighth time this season the Cowboys have scored 30 or more there.
The Cowboys have won three straight.