Davidson was paced by Jon Axel Gudmundsson, who scored 21 points and went 6 of 11 from 3-point range.
They were 0 for 13 against Missouri earlier this season before making one with 2:51 left to keep the streak alive on February 3.
Kentucky coach John Calipari said his team's performance in the first half was "really good", but added the final 20 minutes proved to be "shaky".
More quick scoring as Sacha Killeya-Jones came into the game and got a slam for a 12-10 United Kingdom advantage.
The Davidson Wildcats (21-11) are coming from an 58-57 win over Rhode Island to capture the A-10 Conference title.
When asked if he could envision losing a game in this era when the opponent did not make a 3-pointer, McKillop said: "When you send them to the line for 32 shots and they hit 80 percent of them, you put yourself in jeopardy".
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Tuesday's vote was a stunning blow to President Donald Trump , who visited the district twice to boost Republican Rick Saccone . Trump's offer would be a crippling blow to the GOP, said another person who heard multiple reports of the calls.
The Cats did not come out of the locker room for the second half with the same kind of defensive focus and intensity they showed in the first half.
Kentucky held off Davidson in the first round of the NCAA Tournament on Thursday, despite not connecting on a three-pointer for the first time since the 1988 season. Jarred Vanderbilt leads in rebounds with 7.9 while Gilgeous-Alexander tops in assists with 5.0 per game. Only 26 percent of their attempts have been from 3, and it wasn't hard to see the streak ending. It's rare for us not to get a 3-point shot. "I'd like to make five, six, seven, maybe eight threes", Calipari said.
Davidson's top two scorers during the season, Peyton Aldridge and Kellan Grady, finished just 8-of-31 combined from the field.
Kentucky advances to play the victor of Buffalo/Arizona on Saturday at Taco Bell Arena in Boise, Idaho.
PJ Washington followed Gilgeous-Alexander with 11 points, all of which came in the opening half.
1958 - United Kingdom is undefeated in the tourney the last 60 years when holding a lead of 10 points or more at halftime.