Kentucky forwards P.J. Washington (10) and Kevin Knox (17) and guard Hamidou Diallo (10) also scored in double-figures for the Wildcats (14-3, 4-1 Southeastern Conference).
Forward Jeff Roberson led Vanderbilt with 20 and freshman guard Saben Lee had 12.
After Vandy suffered through a miserable first half of shooting, which helped UK to a nine-point halftime lead, the Commodores (6-11, 1-4) hit their first five 3-pointers to start the second.
Vanderbilt finally took its first lead of the second half when guard Payton Willis hit a driving lay-up with 7:58 left, putting the Commodores up, 56-55.
But Vandy couldn't close, as UK's Knox had a 5-0 run by himself between the three- and four-minute mark to give the Wildcats the lead for good.
The dagger came when Gilgeous-Alexander found Diallo open in the left corner for a 3 with 1:17 left, putting Kentucky up eight.
Vandy had a chance with 29 seconds left to get within one. But the Commodores' Riley LaChance, an 88.9 percent free-throw shooter coming in to Saturday, missed three free throws.
Kentucky led 36-27 at the break after Vanderbilt shot 25.9 percent in the first half, and was 1-of-11 (9.1 percent) from 3.
Vanderbilt led 6-2 after LaChance banked in a floater from the right baseline, but that was erased on an 11-0 UK run, and the Wildcats never trailed again in the first period.
Kentucky's biggest first-half lead came at the buzzer. Washington hit the first of two free throws and missed the second, but forward Sacha Klleya-Jones tipped in the miss.
VU's saving grace was the free-throw line, where it was 12 of 13 in the first half.
Guard Matthew Fisher-Davis, the Commodores' second-leading scorer, left the game on VU's second possession of the second half with what appeared to be a shoulder or arm injury he'd suffered in the first half.
Commodores forward Clevon Brown also rolled his ankle with 6:19 left and didn't return.
-- Field Level Media
Kentucky | Vanderbilt | |
Shai Gilgeous-Alexander 22 | Scoring | Jeff Roberson 20 |
Shai Gilgeous-Alexander 6 | Assists | Riley LaChance 4 |
Wenyen Gabriel 9 | Rebounds | Jeff Roberson 7 |
Shai Gilgeous-Alexander 7 | Free Throws Made | Jeff Roberson 6 |
Wenyen Gabriel 1 | Steals | Saben Lee 2 |
Hamidou Diallo 2 | Blocks | Djery Baptiste 2 |
Team | Points | FG% | 3PM-3PA | FTM-FTA | Assists | Rebounds | Blocks | Steals | Turnovers |
Kentucky | 74 | 53.5 | 3-10 | 25-37 | 11 | 33 | 7 | 3 | 11 |
Vanderbilt | 67 | 38.2 | 6-25 | 19-27 | 11 | 29 | 4 | 6 | 7 |