Gracie Merkle's 28 points weren't enough to beat the Badgers as Wisconsin pulled away in the final minute.
Inconsistencies on offense and defense hurt the Nittany Lions in their three losses.
Penn State kept the Fighting Irish at bay in the final seconds of the game.
Penn State's win in its home opener extended its winning streak to three.
The Nittany Lions will move onto the AHA Tournament next.
The Nittany Lions' losing streak was extended to seven with the loss.