The Wildcats fell to 2-3 with the loss, while McPherson improved to 6-2. Baker and McPherson were all tied up at 79-79 with 11 seconds to go, and then the Bulldogs' Joey Powers made the second of two free throws to put MC up 80-79.
Jauan Wilson then brought the ball up past half court and with 1.1 seconds left called a timeout.
Then EJ Carter had a nice look at the basket, but his three-point attempt went long and McPherson survived.
Carter had a team high 20 points for Baker and teammates Javeion Gray, Wilson and Mills all had double-digit points, as Wilson scored 11, Mills finished with 10 and Gray had 18.
For McPherson, Samson Shivers had a game high 23 points and Joey Powers had 20, while Devirous Johnson dropped 15.
The Bulldogs out-rebounded Baker, 40-36. Carter and Manuel Barnes had the team high for rebounds with six and Tyrome Parker added five boards and scored nine points.
Baker will next take on Ottawa on Tuesday, Nov. 26 at 7:30 p.m. in Ottawa.