Finishing with 28 points overall, the NBA's reigning MVP went on to make four straight free throws to clinch the victory.
Victor Oladipo led Indiana with 28 points on 11-of-21 shooting, but it was not enough to hold off the Rockets.
Six Oklahoma City players finished with double figures in scoring as the Thunder recorded a 122-116 win over the New Orleans Pelicans.
Dennis Schroder scored 11 of his 22 points in the final quarter, making a pair of free throws in the final 20 seconds to help the Thunder clinch their fifth straight win.
Russell Westbrook left the court late in the third quarter with what was believed to be a sprained ankle.
Meanwhile, the Chicago Bulls edged the New York Knicks 116-115 in a double overtime win.
Bulls shooting guard Zach LaVine recorded a career-high 41 points, scoring eight points in the final five-minute session.
Jamal Murray also achieved a career high with his 48 points helping the Denver Nuggets to a 115-107 victory over the Boston Celtics.
The Orlando Magic rallied from a five-point deficit in the final 24 seconds to overcome the Cleveland Cavaliers 102-100, while Josh Richardson scored 27 points as the Miami Heat claimed a 120-115 overtime win over the Detroit Pistons, for whom Andre Drummond collected 25 points and 24 rebounds..
Elsewhere, the Golden State Warriors extended their winning streak to eight games as they trounced the Memphis Grizzlies 117-101, the high-flying Toronto Raptors beat the Utah Jazz 124-111 and the Los Angeles Clippers defeated the Minnesota Timberwolves 120-109.