DeMarcus Cousins added 18 points and 13 rebounds for the Wildcats (21-1, 6-1 Southeastern Conference), who built an early double-digit lead then held off a couple of second-half rallies by the Rebels.
Even better for the Wildcats was the steady play of Wall, who was all smiles following a meeting with coach John Calipari to clear the air after both expressed frustration over the freshman's recent play.
Terrico White led Mississippi (16-6, 4-4) with 19 points and Chris Warren added 15 but Mississippi missed freshman big man Reginald Buckner, who sat out his second straight game with a sprained ankle.
Kentucky shot 50 percent from the field and outscored the Rebels 44-30 in the paint.