The Knights' dynamic backcourt of C.J. Fleming and Dylan Penn combined to score 49 points, dropping in 27 and 22, respectively.
Jordan Davis led Jacksonville (21-10) with 22 points. Tyreese Davis and Osayi Osifo each chipped in with 11 points and six rebounds as the Dolphins fell short of their first NCAA bid since 1986.
Because Bellarmine is in their second of four years of reclassification from Division II to Division I, they aren't eligible to play in the NCAA Tournament. Regular-season champion Jacksonville State will receive the league's automatic bid.
"We've made it a point to control what we can control and that's it", said Juston Betz. "We'll continue to be in the moment and never take for granted where we are."
Story of the game
Jacksonville scored the first four points of the game on consecutive layups by Osifo. Bellarmine responded with nine straight points and would never relinquish the lead after that.
Osifo was doing good work inside and another layup cut the Knights' lead to 10-8, but they came back with an 18-2 run to go in front by 18.
The Dolphins then rattled off 12 in a row, including six by Mike Marsh with 4:22 remaining. Bellarmine re-built the lead to double digits and a Marsh basket made it 36-26 at halftime.
The Knights maintained a lead of between eight and 12 points for most of the second half, but Gyasi Powell nailed a three and Davis hit a pull-up jumper to cut it to six with 12:13 left.
After trading baskets, Bellarmine put the game out of reach with three straight triples and despite Jacksonville cutting it to six multiple times, the Knights hit their free throws to put away a historic conference title.
"I don't know how any coach at any level of any sport could be more proud than I am", said Knights head coach Scott Davenport. "My highlight of this journey is seeing this team celebrate each other. That locker room was one of the highlights of my life."
"It's kind of surreal", added Penn. "It feels like we're in a movie. We weren't supposed to be competing at such a high level this early."
"It was absolutely amazing", said Fleming, who was named tournament MVP. "We're thankful for every single person that came out tonight. The student support was absolutely amazing. We were getting swarmed. It's such an amazing feeling."