The Rams have started this year's tournament the way they began last year's event, advancing in surprising and dramatic style. Virginia Commonwealth, criticized as unworthy of being in the tournament a year ago, made it all the way to the Final Four before losing to Butler in the semifinals.
This year the Rams are a No. 12 seed in the South Region and they knocked off the fifth-seeded Shockers by opening a 13-point lead in the second half and fighting off a late rally.
Virginia Commonwealth will face Indiana in the third round Saturday following the Hoosiers' second-round triumph over New Mexico State.
Toure Murry gave Wichita State its last lead by hitting a 3-pointer with 2:03 to go, but Burgess responded with his own long-range shot that put the Rams in front 60-59.
A jumper by Darius Theus boosted the Rams' advantage to three points with 12 seconds to go and they survived a missed 3-point try by Wichita State's Garrett Sturtz at the buzzer.
Burgess had 16 points for the Rams (29-6), who needed a three-point victory over regular-season champion Drexel to capture the Colonial Athletic Association tourney title. The 29 victories are a Virginia Commonwealth record.
Joe Ragland led Wichita State (27-6) with 15 points.