The Western Conference-leading Thunder (15-3) won their third in a row Wednesday, beating New Orleans 101-91 behind 25 points from Durant.
Oklahoma City is opening a three-game trip and will play eight of its next nine on the road. The Thunder, 7-2 away from home, will face the Los Angeles Clippers on Monday and defending champion Dallas on Wednesday.
“It will be tough,” Durant said. “We just need to stay focused and take it a game at a time.”
Curry’s hot shooting could make Friday’s contest a difficult one for the Thunder.
Golden State (6-11) ended a three-game skid with a 101-93 victory over Portland on Wednesday. Curry scored a season-high 32 points and shot 12 of 19 from the field - 6 of 8 from 3-point range.
The win was the Warriors’ first of the season against a West team in seven tries. Golden State held off the Trail Blazers’ late surge after blowing a 20-point lead in a 91-90 loss to Memphis on Monday.
“We weren’t stressing about it,” Curry said of the collapse against the Grizzlies. “It wasn’t like we were sitting around the last couple days wondering what to do. We knew that we could close out games if we take care of the ball and execute the way we know we can.”
Coach Mark Jackson was pleased with a victory that forced his club to hold on down the stretch.
“I think it’s just what the doctor ordered,” Jackson said. “No sense in running away with a win. We need to learn how to win close games.”
Such contests have been the norm lately between the Thunder and Warriors. They have split the last four meetings - each decided by six or fewer points - with Durant and Curry taking center stage.
Durant scored 39 points and Russell Westbrook’s free throw with 11 seconds gave Oklahoma City a 115-114 overtime win in the most recent matchup March 29.
Curry had 35 points and has averaged 30.5 in the last four meetings. His 25.9 average in seven career games versus the Thunder is his second-best mark against an opponent.
Durant has been even better in that stretch, averaging 34.0 points. His 30.9 average in 14 lifetime meetings with the Warriors is also his second best against a team.
While the focus may be on Durant and Curry, both teams need their other star players to bounce back from rough outings.
Westbrook went 4 of 14 from the field and committed a season high-tying seven turnovers Wednesday. He finished with 14 points after averaging 26.8 in his previous four games.
The point guard, though, shot 3 of 4 in the fourth quarter after his 1-for-10 start.
“You’re not going to always play good basketball,” coach Scott Brooks said. “You have to keep your focus and in the fourth quarter the game turned around for him.”
Golden State’s Monta Ellis also had an off game Wednesday. The team leader with 21.9 points a contest, Ellis scored a season-low four on 2-of-9 shooting.
Ellis, though, scored 33 points to trump Durant’s 29 as Golden State won 100-94 on Feb. 3 in the most recent matchup in Oakland.
The Warriors have taken three of the last four home games in the series.