Kevin Durant's strong shooting form continued, as he added 46 points, including 11 in the final three-and-a-half minutes, to seal the win.
LaMarcus Aldridge tried to keep up with the NBA's leading points scorer, but the Thunder were tight defensively late on to hold the power forward to 29.
The team made it eight wins from nine games in 2014 with Andray Blatche scoring 18 off the bench to open up a big lead, which kept them ahead when the visitors fought back in the fourth quarter.
LeBron James scored 11 of his 29 points in the fourth quarter to restore the Heat's lead after the Celtics dominated the third.
The visitors had an 18-point lead by the end of the first quarter, but the Pelicans were able to slash the advantage to eight by half time.
However, the Kings started the third quarter well, extending their lead again, with Rudy Gay finishing the game with a career-high 41.
Results in full: Orlando Magic 90-101 Brooklyn Nets, Boston Celtics 86-93 Miami Heat, Sacramento Kings 114-97 New Orleans Pelicans, Portland Trail Blazers 97-105 Oklahoma City Thunder, Minnesota Timberwolves 112-97 Utah Jazz