ATHENS, Ga. -- Samarie Walker doesn't know what to make of Kentucky's recent struggles.
"We're just trying to keep our heads up right now, but I think as a whole we're getting down on ourselves," Walker said. "We have to stay together and keep being tough."
Walker was the only Kentucky player to finish in double figures in the No. 13 Wildcats' 58-56 loss to Georgia on Thursday night.
Merritt Hempe had 15 points and 11 rebounds -- the sophomore forward's first career double-double -- and Khaalidah Miller added 11 points for the Lady Bulldogs.
Kentucky (16-5, 4-4 Southeastern Conference) began the game with the nation's fifth-highest scoring average, but the Wildcats shot just 30 percent from the field.
Jennifer O'Neill, Kentucky's leading scorer this season, finished with just two points and went 0-for-7 from the field. O'Neill combined with Bria Goss to go 0-for-8 on 3-point attempts.
"We've got to find a way to get her back going," Wildcats coach Matthew Mitchell said. "I'm sure she wanted to win and was trying hard. The ball just didn't fall for her tonight."
Krista Donald finished with 10 points, and Shacobia Barbee had nine points and 10 rebounds for Georgia (15-6, 3-5 SEC).
With 22 seconds remaining, Marjorie Butler hit one free throw to give the Lady Bulldogs a 58-56 lead, but she missed the second, and DeNesha Stallworth grabbed the rebound for Kentucky.
However, Donald stole the ball from O'Neill as the Wildcats point guard was driving the baseline with 10 seconds left.
After Georgia's Tiara Griffin's free throw attempt bounced off the rim and Stallworth pulled down the rebound, O'Neill took the ball on the right side and launched a 3-point attempt that barely touched the rim as the buzzer sounded.
"We just couldn't knock down shots tonight, couldn't finish layups," Walker said when asked about Kentucky getting outscored 36-18 in the paint. "A lot of that stuff was short. I think just the pace of the game -- we didn't really push the pace of the game. We weren't getting a lot of shots off, and when we did, we weren't making them."
Donald, whose layup ended a 13-2 run that put the Lady Bulldogs up 42-37, hit an 18-footer that made it 48-42 with 8:23 remaining.
Kentucky, which began the game with five players averaging double figures, needed until the 4:36 mark of the second half before Walker hit a pair of free throws.
Kastine Evans scored nine points, and Janee Thompson and Stallworth each had eight.
The Wildcats' past seven SEC games have been decided by 11 points or fewer. They are 3-4 in that stretch.
Kentucky was trying to win consecutive road games against Georgia for the first time in school history
The Lady Bulldogs, who missed 28 of their first 36 shots, took a 36-35 lead on Griffin's layup with 12:36 remaining.
"I just kept saying that we had this the whole time," Hempe said. "I just kept thinking we had this, and there's no way that we weren't going to have this game. We all just wanted it so bad, and we fought so hard. There was no way we were giving that game away."
Georgia began the season 11-0 but started 0-4 in the SEC for the first time in school history.
The Lady Bulldogs improved to 17-4 in Athens against Kentucky.
The coronavirus and college sports: NCAA reopening plans, latest news, program cuts, more
When will college football and other sports return to action? Will more athletic programs be forced to cut sports because of financial strains? Here is the latest on how the coronavirus pandemic is affecting the college sports world.
Women's college basketball coaching changes for 2020-21
An up-to-date list of every coaching change in women's college basketball ahead of the 2020-21 season.
Sara Anastasieska transfers to Duke from California
Sara Anastasieska, who averaged 7.8 points and 1.8 assists and had 27 3-pointers as a starter for Cal last season, will play next season for Duke as a grad transfer.