South Alabama didn't do it on August 26.
The University of Louisiana-Monroe tried and failed on Friday night.
On Sunday afternoon, Georgia State became the third team in as many matches not to be able to score a goal on the Mississippi State soccer team.
Skylar Rosson recorded five saves as the Bulldogs won a 3-0 decision at the MSU soccer field.
"It was great and everyone came out to play," Rosson said. "The back four played awesome together and it was good to get a shutout. I haven't had that much work because (the defense has) been doing their job. It's my job to communicate with them and tell them what to do so I won't have to do all the work."
It's the third consecutive shutout for the Bulldogs, who improved their record to 5-0. They host Mississippi Valley State on Friday.
"I thought we were good from the back four all the way through the front three," MSU soccer coach Neil Macdonald said. "It was a very organized, disciplined performance against a very good and athletic team.
"When you play against a team like that, you have to match their enthusiasm and their commitment to win the ball. Once we did that, I felt we'd take control because of our ability with the ball. I felt we did a very good job of that through the 90 minutes."
The Bulldogs opened the scoring at the 2:19 mark of the first half when Honeye Heydari dribbled around the Georgia State defender and shot passed the goal keeper.
Heydari scored the third goal of the match, which was the back end of the second-fastest consecutive goal difference in MSU history. Heydari's score came at the 54:18 mark and only 20 seconds after Elisabeth Sullivan's successful shot at 53:58.
Macdonald has been proud with the way the Bulldogs have handled the early part of the season, both in practice and matches.
"Their attitudes have been fantastic in training and have been very consistent in everything we do," Macdonald said. "It's paying off with our play."