South Dakota led 34-28 at halftime and Shy McClelland's 3-pointer with 13:30 left gave the Coyotes a 48-38 lead. But Laytwan Porter made two 3-pointers during Northern Illinois' 12-3 run to get within 51-50.
McClelland made a basket to tie it at 64 with 4:18 remaining but his free throw two minutes later was the only point for the Coyotes the rest of the way.
Iroegbu scored seven straight points for Northern Illinois to take a 69-64 lead.
Tre Burnette led South Dakota (0-2) with 19 points and seven rebounds. Casey Kasperbauer made four 3-pointers and finished with 16 points. The Coyotes made 10 of 19 3-pointers but were outrebounded 44-26.