The Thunder claimed a 106-94 victory to complete a clean sweep of wins in their four meetings with the Spurs this season, while also ending the Western Conference leaders' 19-game winning streak.
The guard told reporters: "That's a big thing. When you have a team that's a good basketball team, they're the number one team in the West, and we want to be the best team, you've got to beat the best. I think we did a great job of that tonight.
"You may miss a few shots here and there, but you've got to keep your mind in the game and stay in the moment."
The Thunder remain three wins behind the Spurs in the standings.