Nick Hornsby added 12 points and seven rebounds for Sacramento State (14-6, 8-1 Big Sky), which has won five in a row and 9 of 10.
The first eight minutes of the second half included three ties and three lead changes before McKinney's jumper - which started a 10-2 run - with 11 minutes left gave the Hornets the lead, 46-44, for good.
Stephan Holm and Marcus Colbert hit 3-pointers 39 seconds apart to keep Montana State (4-16, 1-7) within five with six minutes remaining, but a layup by McKinney sparked a 16-3 spurt that gave Sacramento State a 73-55 lead with 1:24 to play.
The Hornets made 14 of 24 (58 percent) field goals, including 4 of 8 from 3-point range, in the second half.
Colbert led Montana State with 13 points.