The Crimson Tide won a closer-than-expected contest, 17-3, on the road at USF two weeks ago, a game in which the offense struggled.
Last Saturday, Alabama hosted then-No. 15 Ole Miss, pulling away in the second half to win 24-10.
But unranked Mississippi State (2-2, 0-2) gives Saban pause.
"This is actually a bigger challenge for us than the last two games, in my opinion, in terms of this team being very physical, very aggressive on defense," he said. "Create a lot of negative plays. They have a lot of starters back. They know their system, they know their scheme."
One of those starters who came back is quarterback Will Rogers, who is second in the SEC in career passing yards.
Rogers has thrown for 979 yards and nine touchdowns this season.
"Obviously the quarterback has been an outstanding player for a long time," Saban said, "but with the new offense that they run, there's a lot more balance to it."
First-year offensive coordinator Kevin Barbay has featured multiple running backs this season, including leading rusher Jo'Quavious Marks, who has 352 yards and four touchdowns on the ground.
Saban also singled out leading receiver Lideatrick Griffin, who has three touchdowns this season
"This is an overall really, really good team," Saban said. "And it's going to be a real challenge for us playing on the road in the SEC. ... This is something that our players really have to focus on and do a great job in preparation."
Saban said Alabama must eliminate the kind of mistakes that have led to stalled drives and touchdowns that have been called back because of penalties.
On Monday, Saban also was asked about Mike Leach, the former Mississippi State coach who died in December from heart complications. Leach was 158-107 in his 21 seasons as a head coach at Mississippi State, Washington State and Texas Tech
Leach helped pioneer the Air Raid offense and was among the most interesting personalities in college football, unafraid to speak on any topic.
"I loved Mike Leach," Saban said. "He was different, but in a good way. He had a great sense of humor. Obviously presented an offensive system and scheme that was unique and very challenging, but he believed in it and did it his way."