Durant made 19 of 28 field goals and 11 of 13 free throws in his third straight game with at least 36 points.
Serge Ibaka had 21 points and eight rebounds, Reggie Jackson scored 14 points and Kendrick Perkins added 12 rebounds for the Thunder (30-10), who won for the third time in four games. Oklahoma City shot 58 percent from the field and scored a season-high point total.
Stephen Curry had 37 points and 11 assists and Klay Thompson added 26 points for the Warriors (25-16), who shot 52 percent but simply couldn't match up with Durant.
Durant drained back-to-back 3-pointers with Draymond Green in his face to give the Thunder a 116-103 lead. He hit another 3 with 5:25 left to reach 50, and then, with the crowd on its feet, made a turnaround jumper to match his career high.
The crowd chanted M-V-P as he made two foul shots with 2:45 remaining to establish a new career best.
Oklahoma City led 39-32 at the end of the first quarter after shooting 78.3 percent from the field. Even at the end of the period, after Jeremy Lamb missed a fadeaway, Steven Adams was there to tip it in with less than a second remaining.
It was the most points the Thunder have scored in a first quarter this season and their second-most for any quarter this season. Golden State shot 57 percent from the field in the period, yet found itself barely hanging on.
Golden State managed to stay with the Thunder by kicking its offense into an even higher gear, and a 3-pointer by Thompson tied it at 48 midway through the second quarter.
Oklahoma City created some distance at the free-throw line to take a 71-65 lead at the break. It was a season high for points in a half for the Thunder.
Curry had 22 points and eight assists in the first half and Thompson scored 21 points before the break. The Warriors made 10 of 16 3-pointers in the first half to stay in the game.
Andre Iguodala scored his first points of the game on a steal and dunk that cut Oklahoma City's lead to 82-79 midway through the third quarter, but the Thunder steadily pulled away the rest of the period. A mid-range jumper by Durant pushed Oklahoma City's advantage to 96-86, and the Thunder led 101-91 heading into the final quarter.
NOTES: The previous two meetings between the Thunder and Warriors were decided by last-second shots. In the first game on Nov. 14, Iguodala hit a fallaway game-winning jumper for Golden State. In the second game, on Nov. 29, Russell Westbrook hit the game-winner in overtime. ... Golden State G Jordan Crawford and G MarShon Brooks played for the first time since being acquired from Boston in a three-team trade. ... Former UFC heavyweight champion Randy Couture attended the game.