Chet Holmgren scored a three-pointer to level at 117-117 with seven-tenths of a second left in regulation time.
Team-mate Shai Gilgeous-Alexander then scored 10 of his 40 points in overtime to help the Thunder to victory.
The Warriors were again without Draymond Green as he serves a five-game ban.
Green received his suspension for putting Minnesota Timberwolves’ Rudy Gobert in a headlock.
Elsewhere, Giannis Antetokounmpo scored 40 points as the Milwaukee Bucks beat the Dallas Mavericks 132-125.
Milwaukee were 12 points behind during the second half but outscored the Mavericks 43-27 in the final quarter on the way to the win.
“We’re building something special. You can feel it. I thought it was a great character game,” said Bucks coach Adrian Griffin.
The Miami Heat saw their seven-game winning streak brought to an end with a 102-97 defeat by the Chicago Bulls, while the Minnesota Timberwolves beat the New Orleans Pelicans 121-120 in another close game.
Victor Wembanyama was again impressive for the San Antonio Spurs but they let a 19-point lead slip in a 120-108 defeat by the Memphis Grizzlies.
French rookie Wembanyama, 19, scored 19 points with 13 rebounds and eight blocked shots but the Spurs suffered an eighth straight loss.
The future of Klay Thompson continues to come under scrutiny, with the Golden State Warriors’ shooting-guard contuining an underwhelming start to the 2023-24 NBA season.
The 33-year-old veteran was ejected from Tuesday’s matchup against the Minnesota Timberwolves, before scoring just five points on 1-10 shooting against the Oklahoma City Thunder on Thursday.
Thompson’s future was already under the spotlight given he’s in the final year of his contract. Player and franchise are yet to come together on a new deal, potentially setting up Thompson to enter free agency during the offseason.
However, analyst and former NBA big man Kendrick Perkins has taken it a step further, urging the Warriors to trade the five-time All-Star following his slow start to the season.
Perkins identified the Philadelphia 76ers, New York Knicks and Miami Heat as three teams that could hold interest in Thompson. His $43.2 million deal would make things difficult for rival teams and the Warriors, even if they were willing to move on from the future hall of famer.
Perkins outlined 76er forward Tobias Harris and Knicks’ wing R.J. Barrett as players Golden State could seek in return, though ESPN colleague Zach Lowe refuted the idea that the respective teams would offer those players for the out-of-form Thompson.
Thompson is currently averaging 13.8 points on 40.1% shooting from the floor and 32.9% from three-point range. That’s in stark contrast to last season, his first full year after two major injuries, where he averaged 21.9 points on 41.2% shooting from beyond the arc.
Golden State’s current form is only adding to the scrutiny coming upon the likes of Thompson and Andrew Wiggins. They’ll look to snap a five-game losing streak when they meet the Thunder again at Chase Center on Saturday night.
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