Eric McGill added 15 points and Joel Angus III 12.
The Redhawks (2-10) won their second straight game heading into their Ohio Valley Conference opener against Belmont.
The NAIA Hornets were led by Jalen Fletcher, who made 14 of 20 shots for 30 points. Evan Jones added 13 points.
The Hornets led 20-4 after the Redhawks missed six of their first eight shots and turned the ball over five times before responding with a 27-8 run during which the Hornets had 11 turnovers. The Hornets took the lead a final time before Southeast Missouri finished the half on a 9-3 spurt.
A 3-pointer by Calvin gave the Redhawks a double-digit lead for good with 14:55 left in the game. The lead reached 20 on a Jones 3-pointer with 3:43 remaining.