Lilly was 5 of 6 shooting on 3-pointers, hitting the big shots as Kimball built an early-double digit lead.
Julien Lewis, a Texas signee, scored 26 points, most of them coming in the second half as La Marque rallied to within three points in the final two minutes. Kimball snuffed the rally by making 14 consecutive free throws over the final 1:30.
Jalen Jones scored 19 points, going 13 of 14 from the free throw line.
Austin Franklin added 15 points for Kimball, which went 8 of 12 from 3-point range.
Kimball (38-3) won its first state title since 1997. The Knights lost in the championship game in 1999, 2002 and 2009. La Marque (33-5) made it to the championship game in its first state tournament.
Kimball bolted to a 19-7 lead behind two 3-pointers by Lilly and two more by Franklin. Lewis started slow, missing his only three shots of the quarter and picking up two early fouls.
La Marque still managed to shave the lead to 20-17 when DeQuentin Greer nailed a 3-pointer from the left wing. Not to be outdone, Kimball's Jordan Williams answered with another 3-pointer from the left wing.
Lewis took eight 3-pointers in the first half and made only one, with 3:18 left in the second quarter. Another 3-pointer by Darrian Provost-Johnson trimmed Kimball's lead to 35-30 before Kimball closed the half with a 7-0 run. Williams took a two long, loping strides to stretch to a layup and Lilly hit a long 3-pointer at the buzzer to make it 42-30 at halftime.
Kimball stretched its lead to 15 on another 3-pointer by Lilly in the third. But Lewis scored 13 points in the quarter to keep La Marque within striking distance and seemed to be just heating up.
Lewis kept firing away and La Marque kept creeping closer in the fourth. Lewis' two free throws pulled La Marque within 60-57 with 2:25 to play, but Kimball never gave La Marque a chance to shoot for the tie or a lead.
Jones made two free throws with 1:30 left to push the lead back to five and La Marque never threatened again. Lewis fouled out with 43 seconds left and Kimball leading 70-62.