Coleman, Marcus Colbert and Stephan Holm each hit three 3's as the Bobcats (6-6, 1-0) combined to score 13 3-pointers on 29 attempts.
Montana State slowly worked its way up to a 10-point lead at the half (35-25), and three straight 3-pointers along with four points from Antonio Biglow put the Bobcats up by 21 (63-42) with 8:43 to play.
Zach Mills led Sacramento State (4-6, 0-1) with 19 points on 8 of 13 shooting. He was the only Hornet to score in double digits after the team shot 38.2 percent (21 of 55) from the field.
The teams combined for six turnovers and 12 missed shots in the final 6:15.