The sophomore's previous best was 32 against Evansville on Dec. 13.
Jarvis Williams scored 15 points and grabbed nine rebounds for Murray State (16-4, 6-0 Ohio Valley Conference). T.J. Sapp had 13 points, Jeffery Moss 11 and Jonathan Fairell grabbed a team-high 12 rebounds.
Murray State jumped out to a 28-10 lead midway through the first half, capped by back-to-back 3-pointers by Payne, and held a 39-26 advantage at the break.
Chris Olivier scored 17 points and grabbed 10 rebounds for Eastern Illinios (12-7, 6-1). Trae Anderson added 16 points. The duo hit 11 of the Panthers 20 field goals, shooting just 34.5 percent as a team.