Not tough enough to lose though.
Keenum threw four touchdown passes, two to James Cleveland and two to Tyron Carrier, as Houston rebounded to beat Mississippi State 31-24.
It wasn't until the fourth quarter that the Cougars were able to take control, however.
"They confused me," Keenum said of the Bulldogs defense. "Standing guys up, bring guys not bringing guys."
Houston (4-1), coming off a loss to Texas-El Paso that knocked the Cougars from their first Top 25 ranking in 18 years, overcame a slow start.
The Bulldogs (2-4) intercepted Keenum twice -- one that Charles Mitchell returned 71 yards for a touchdown -- and sacked him once.
Still, Keenum completed 39 of 52 attempts for 434 yards.
"We have got to play really good defense," said Mississippi State coach Dan Mullen. "And obviously when you give up 500 yards that is not good defense."
The Cougars had 553 yards in total offense but were tied 17-17 going into the fourth quarter.
Keenum capped a 78-yard drive with a 3-yard scoring pass to Cleveland to put Houston ahead 24-17.
"We knew they would pick up yards," said Mississippi State linebacker Chris White. "We also knew they were going to score some points. They have too many weapons on that defense. Their quarterback knows that offense extremely well and runs it very well."
The Bulldogs came right back and appeared to tie the score when Anthony Dixon leapt into the end zone with 4:57 left. But a holding penalty nullified the TD and a fumble by Tyson Lee gave the ball back to Houston.
Mississippi State has turned the ball over 13 times in three weeks, four times against Houston.
"We just have to protect the b all better, especially in the red zone," Lee said. "We cannot turn the ball over and I did that today."
Less than a minute later, Keenum found Carrier from 18 yards out and the Cougars were up 31-17.
Dixon had 134 yards and two touchdowns on 21 carries. He had a 50-yard TD run in the second quarter, much of it draped with Houston defenders, to put Mississippi State up 14-7.
"I think on that one scoring play he carried some of my guys 20 yards to score the touchdown," Houston coach Kevin Sumlin said. "He's a great running back that makes great plays for them."