Alabama State (6-5, 5-4 Southwest Athletic Conference) went up 34-23 with 14:27 left on Daniel Duhart's third touchdown pass, a 40-yarder to Ephraim Henderson. Preston Clark's 44-yard field goal capped the scoring about 8 minutes later.
Johnathan Williams' 60-yard touchdown pass for Grambling (7-4, 7-1) cut the Tigers' deficit to 28-23 with 14:17 to play.
Cyrus has 1,500 yards rushing on the season. With one game to go, he is 207 shy of the program record Brad Baxter set in 1986. Alabama State rushed on 54 of its 79 plays with Cyrus taking 27 carries.
Grambling's first conference loss sets up a season-ending showdown against rival Southern at the Bayou Classic in New Orleans on Nov. 29. The winner takes the SWAC West division crown.