UC-Davis led 69-66 with 5:39 left in the game following Brynton Lemar's trey. Demps made a layup and added a free throw and Justin Strings hit a jumper for a 71-69 lead at the 3:55 mark and the Hornets held on for the win.
Sacramento State started the season 4-0 for just the second time in school history. The other time was the 1999-2000 season.
Demps, who made 14 of 19 free throws, had 22 points. Marcus Graves and Strings added 14 points apiece. Graves also dished out six assists.