The NBA's leading points scorer added 35 to lead the Thunder to victory, leaving them just a win behind the Western Conference leaders.
The 25-year-old told reporters: "Guys have pride and Cleveland plays extremely hard, so those guys made it a game late and we had to close it out.
"I just don't care if I miss. I had it in my mind that I was going to start the game off one for 10. That's how quickly it can change, man. I thought I might be in for a tough shooting night, but I always stay aggressive."
Cleveland can still make the playoffs this season, but sit five wins behind the Atlanta Hawks, who occupy eighth place in the Eastern Conference.