With his side trailing by 20 points heading into the final quarter, Curry kept on scoring to reach a personal haul of 40 points, including seven three-pointers – and one of those arrived in the final seconds of regulation.
Klay Thompson added 28 for Golden State, who will go for the sweep in New Orleans in Saturday, while Anthony Davis had 29 points and 15 rebounds for the Pelicans but missed a free throw with 9.6 seconds left.
The Chicago Bulls took a 3-0 lead in the Eastern Conference play-off series by beating the Milwaukee Bucks 113-106 at the BMO Harris Bradley Center.
Jimmy Butler’s steal and lay-up started an 8-0 run that gave the Bulls the lead in the second period of overtime and Rose went on to add six more points, cementing the victory. Giannis Antetokounmpo had 25 points for Milwaukee.
Elsewhere, LeBron James scored 31 points as the Cleveland Cavaliers moved to within one win of their first play-off series sweep in five years.
The Boston Celtics kept their opponents close throughout and only trailed 95-92 after Evan Turner poured in a three-pointer with 2:45 minutes left.
But two three-pointers from Kevin Love helped boost Cleveland towards a winning scoreline of 103-95.