"We showed a lot of character," said Oklahoma City forward Kevin Durant, who had 27 points and 12 rebounds. "They came back and got within two but we continued to work hard and kept our composure and fought on the defensive end and got some key scores."
Jeff Green added 27 points for Oklahoma City (5-30), which shot 52.7 percent from the field and won for the second time in three games. The loss came on a 3-pointer by Denver's Carmelo Anthony with 0.1 seconds left.
The crowd at the Ford Center, nearly silent after the loss to the Nuggets, cheered loudly as Thunder players and coaches exited the floor after beating the Knicks.
"This is why I, the fans and the city love this team," Oklahoma City coach Scott Brooks said. "They never give up. Tonight we battled and fought hard and closed out tonight's game in the fourth quarter."
Al Harrington scored 21 points and Chris Duhon added 18 for the Knicks (13-20), who were coming off a victory over defending NBA champion Boston. New York, which beat the Thunder by 10 points on Nov. 14, shot 39.8 percent.
Russell Westbrook added 22 points and nine assists for Oklahoma City. David Lee had 14 points and 13 rebounds for the Knicks, his 20th double-double in the last 22 by halftime.
The Thunder posted their second-highest scoring first half of the season, one point shy of what they scored in the 122-120 loss to Denver on Friday. Durant and Westbrook each had 17 points in the half.
The Knicks missed their first eight shots of the second half as Oklahoma City built its lead to 79-56, its largest of the season. After a fast-break layup by Durant put the Thunder ahead 83-62, a frustrated D'Antoni called his first timeout of the game.
The Knicks responded, as three 3-pointers by Harrington keyed a 17-8 run that pulled New York within 91-79 entering the fourth quarter.
"We didn't have the intensity in the first half," D'Antoni said. "You have to play as hard as we did in the second half. I was really glad that we responded and made a game of it, but when that happens, you have to have everything go right for you right down to the end. We didn't have everything go right for us and we lost."
Notes: New York center Eddy Curry, out all season with a knee injury, isn't far from returning. D'Antoni said Curry has practiced twice but needs more practice time before playing in a game. He said Curry probably will be listed as day-to-day by Wednesday or Thursday, when the Knicks visit the Dallas Mavericks ... New Thunder center Nenad Krstic participated in warm-ups but didn't play. Brooks said Krstic, signed as a free agent last week, is learning the Thunder's system quickly and could see action as soon as Wednesday, when Oklahoma City visits Minnesota. ... Thunder forward Nick Collison sat out for the sixth time in seven games with a left thumb fracture, but said he should return by the end of the week.