An 11-3 run gave Seton Hall a 78-73 lead. Wichita State's Markis McDuffie hit a 3-pointer with five seconds left before Rodriguez's game-clinching points.
The Shockers (5-5) had won three straight following the return of Fred VanVleet from a hamstring injury after losing three in a row without him. He led the Shockers with 19 points before fouling out in overtime. Ron Baker added 16 points and Conner Frankamp 13.
Wichita State shot 51.7 percent to lead by eight at halftime. Seton Hall went ahead 55-54 with 7:51 left in regulation. Two free throws by VanVleet tied it at 67-all with 11 seconds left.