There were three organizations known as the Army of Mississippi in the Confederate States Army during the American Civil War. (This name is contrasted against Army of the Mississippi, which was a Union Army named for the Mississippi River, not the state of Mississippi.)
Army of Mississippi (March 1862)
This army, at times known by the names Army of the West or Army of the Mississippi (the latter particularly at the Battle of Shiloh), was one of the most important in the Western Theater, fighting at Shiloh, Corinth, and Perryville. It was organized on March 5, 1862, and portions of the Army of Pensacola were added on March 13. It was consolidated with the Army of Central Kentucky and the Army of Louisiana on March 29. On November 20, 1862, it was renamed the Army of Tennessee.
Army of Mississippi (December 1862)
The second army was also referred to as the Army of Vicksburg. It was organized December 7, 1862, from troops in the Department of Mississippi and East Louisiana, including the short-lived Army of West Tennessee. Its sole function was to defend Vicksburg, Mississippi, on the Mississippi River and it ceased to exist when southern Gen. John C. Pemberton surrendered it after a long offensive campaign and siege to Maj. Gen. Ulysses S. Grant on July 4, 1863, opening up the “Father of Waters” to Union control and splitting the Confederacy in two.
Army of Mississippi (1863-64)
The third army was retitled III Corps, Army of Tennessee, around May 4, 1864, but it continued to use the former name.
Content retrieved from: https://en.wikipedia.org/wiki/Army_of_Mississippi.