Utah coach Anthony Levrets argued the ball touched an ASU player last, but he lost that argument, adding to his frustrations over the night's officiating.
ASU's Katie Hempen made two free throws at the other end to seal the win.
"It was disappointing," Levrets said. "The kids did everything they needed to do to earn the contest, but circumstances happened out of our control."
Michelle Plouffe led the Utes with 22 points and seven rebounds and Danielle Rodriguez added 11 points.
Hempen finished with 14 points for ASU, and Deja Mann added 18 points and five rebounds.
The Utes were feeling good about themselves following their 59-57 win against Washington State, but Friday's loss certainly put a damper on a team that believes it is on the cusp of being competitive in the Pac-12.
"They've been tough, but they've been tough for a while," Plouffe said.
"We needed this one," she added. "WSU was a good win for us and gave us some momentum so we thought we could pull this one out too."
The Utes have to regroup before they host Arizona (4-12, 0-5) on Sunday at 3 p.m.
"Playing a good team like that and losing wears on you," Levrets said. "That is my fear. Over the long haul of the season, we are going to win some basketball games, but you can get beat up emotionally. We have to have a short memory."
The Utes gave themselves a chance to win when Ciera Dunbar made three free throws to cut Arizona State's lead to 60-58 with 1:31 remaining.
After ASU's Adrianne Thomas missed a second free throw, Utah's Devri Owens came down with the ball and Rodriguez made a driving layup to cut the lead to 61-60 with 1:01 to go.
Rodriguez followed that basket with another that put the Utes in the lead 62-61 with 14 seconds remaining, but Emily Potter fouled ASU's Sophie Brunner, sending her to the line for two free throws that put the game back in the Sun Devils' hands.
No. 14 Arizona State 65, Utah 62
O In short • The Utes have a chance to win the game in the final seconds, but a turnover with four seconds to go gives the ball and the victory to the Sun Devils.
Key moment • Katie Hempen makes two free throws to seal the win for Arizona State