Ray used a man-to-man defense with Jalen Steele, who was assigned the task of guarding Caldwell-Pope in the second half and switching off on screens.
"We wanted to try and trap him every time he'd come off the ball screen to basically speed his game up," Steele said. "We knew we couldn't let him be as comfortable in the first half."
Steele scored a career-high 21 points, Craig Sword added 14 and Mississippi State won its third straight game with a 72-61 victory over Georgia on Saturday.
Caldwell-Pope finished with 16 points for Georgia, but the fourth-leading scorer in the Southeastern Conference went 0 for 6 from the field in the second half.
And as Caldwell-Pope goes, so does Georgia. It's no secret that he's led the Bulldogs in scoring in all but one game this season.
"After I spoke to the team at halftime, we kept them in front of us," Ray said. "I think the biggest thing was that we kept penetration from happening in the second half."
Steele's consecutive 3-pointers gave Mississippi State (7-7, 2-0 SEC) an 11-point lead, its biggest of the game until the final 10 seconds, with 5:02 remaining.
Charles Mann added 14 points for Georgia (6-9, 0-2), which was coming off a 33-point loss that was its worst Florida since 1967.
Georgia, which has dropped two straight games, got reserves Donte' Williams and Kenny Gaines back from one-game suspensions levied by coach Mark Fox for breaking unspecified team rules.
But their return made little difference in helping the Bulldogs avoid their second straight loss. Williams scored five points in 24 minutes and went 3 for 9 from the free-throw line. Gaines had five points in 12 minutes.
Mississippi State took a six-point lead on Steele's 3 from the left wing with 11:33 remaining, but Georgia forced a 50-all tie on Tim Dixon's putback at the 9:01 mark.
Steele's previous career high was 19 points, scored last March 8 against Georgia.
"I felt like in the second half that they guarded our shooting guard and we didn't guard theirs," Fox said. "We couldn't get Kentavious a good look at the basket, and their shooter got plenty, so that was the difference in the game."
Georgia began the game ranked No. 304 in scoring offense. Other than Caldwell-Pope's 4 for 9 performance on 3s, the rest of the team went 0 for 10.
"We gave up a lot of open shots today," Caldwell-Pope said. "Our defense did not help us in the second half like we wanted it to. They really got up on me. I tried to use my teammates to get open, but their defense really got to me in the second half."
Georgia, which honored former coach Hugh Durham and members of his 1983 Final Four team at halftime, took its biggest lead at seven on Tim Dixon's putback with 5:05 left in the first half.
The lead changed hands five times in the last 1:53 of the first half before Sword's putback with 1 second left putting Mississippi State up 36-35.
Mississippi State was coming off a 56-54 victory over South Carolina on Wednesday in Starkville.
The Bulldogs, who improved to 1-3 on the road in their first season under Ray, are without Wendell Lewis indefinitely as the senior forward recovers from a right patella fracture. Freshmen DeAndre Applewhite and Jacoby Davis are out for the season with anterior cruciate ligament injuries.
But Mississippi State has gotten a boost the last two games from Sword, who had 18 points against South Carolina.
"We've started to make baby steps in improving," Ray said. "We beat New Orleans. We beat South Carolina. But for us to get a true road win is good for our guys. Not only did it happen on the road, but it happened in the SEC."