Katie Pritchard had 22 points - for the second straight game - and added a game-high five assists and freshman Kalea Parks scored a career-high 13 points as the Lady Panthers fell to 8-9 overall and 2-7 in the GLVC.
UMSL improved to 10-7 and 5-4.
Pritchard hit 10 of 16 shots - inciuding her first six of the game - but had a potential game-winning 3-pointer bounce away with three seconds left, and DU could not get off another shot before the buzzer sounded to end a frustrating finish for a Lady Panthers team that had its chances to grab the road win late.
Pritchard's running 8-footer with 1:28 left pulled the Lady Panthers within one (57-56), and DU had three opportunities to tie it or go ahead in the final minute, but couldn't get the key shot to fall.
"I told the girls I was really proud of the process they took to prepare for this game ... like them, I'm just disappointed in the outcome," Drury coach Steve Harold said. "We're disappointed, but encouraged. The kids really listened and tried to do what we wanted to do ... we had 16 assists to just nine turnovers ... a lot of good things happened.
"The free throw line is our strength - we lead the league in free-throw percentage - but we missed some big, big free throws today. I think we're a little bit snakebit."
Not that they shot a bunch of them, either. Drury - shooting a GLVC-best 78 percent from the line for the season - went just 4 of 9 from the stripe, while UMSL hit 10 of 14.
The Lady Panthers shot 50 percent from the field for the game (25 of 50) and committed a season-low nine turnovers, including just three in the first halfin taking a 32-29 lead into the halftime break.
Kelly McGovern had 14 points and Devonnai Smith added 12 points and eight rebounds for UMSL, which claimed a 31-28 rebounding advantage.
Drury completes its three-game GLVC road swing Thursday with a visit to Liberty to take on William Jewell before returning home next Saturday (Feb. 2) to play Rockhurst in the annual "Overflow The O' " Game at the O'Reilly Family Event Center.