ETSU (2-1), which didn't have a football team from 2004-15, won its first SoCon road game since 2002. The Buccaneers had lost their last 15 conference road games.
Quan Harrison opened the scoring with 69-yard punt return, ETSU's first since 1997, and the Bucs made three interceptions in the first quarter.
The Bucs capitalized on a fumble recovery in the third quarter as Logan Marchi scored from 19 yards for a 20-17 lead. Quay Holmes capped an 11-play, 57-yard drive with a 2-yard touchdown run to give ETSU a 27-24 lead with 11:50 remaining.
ETSU's defense also held VMI to minus-15 yards rushing.
VMI (0-3) intercepted Marchi for the third time and returned it to the 1-yard line before Alex Ramsey powered it in for a 24-20 lead late in the third.
The Keydets have lost 20 straight games since defeating ETSU on Oct. 8, 2016.