"Tonight we're playing a team that desperately needs to win," Warriors coach Steve Kerr said. "You can tell the teams around the league that have to win. They're getting after it. They're playing for their season. Our season begins next week."
Durant scored 19 of his 41 points in the third quarter to go with 10 rebounds and five assists. He made big 3-pointers with 6:39 remaining and at the 4:52 mark that got Golden State to 112-111, but the Pelicans kept answering.
The NBA Finals MVP made things more difficult after halftime on Davis, who also had 12 rebounds for the Pelicans while having his way with the Warriors' defense from the start.
The Pelicans beat the Warriors for the first time since April 7, 2015, in New Orleans, and at Oracle Arena for the first time since April 24, 2012.
"I just thought we played about as perfect as you have to play to beat them," Pelicans coach Alvin Gentry said. "They're just such a great team. They just keep coming at you. We were never comfortable."
Durant also committed a costly late turnover that led to E'Twaun Moore's pullup jumper with 23.5 seconds left. KD lost the ball for another key steal less than a minute earlier but immediately got a rebound on the other end that led to Andre Iguodala's dunk on the other end to get Golden State to 121-119 with 1:01 left.
Quinn Cook, who has been an admirable fill-in for the injured Stephen Curry after his promotion from the G League, added 21 points with five 3-pointers in the Warriors' final regular-season home game.
This was primarily the KD and Davis show.
Durant tied the game on a layup just before halftime but Davis scored again to give him 19 points on 9-for-14 shooting in the first half. New Orleans led 67-65 after sizzling shooting by both teams -- 59.6 by the Pelicans to 57.4 for Golden State and seven 3-pointers apiece.
Draymond Green just missed a triple-double for the Warriors, finishing with 11 points, 10 rebounds and nine assists. He had seven of Golden State's 17 turnovers.
Pelicans: New Orleans had 39 assists, Moore adding seven. ... G Ian Clark missed his second straight game -- this one against his former team -- because of a sprained right ankle. ... New Orleans has given up 110 or more points in each of the last 11 regular-season meetings vs. the Warriors.
Warriors: Iguodala, who had been uncertain to play with a sore left knee, received a second-quarter technical. ... Golden State will go with a center by committee for now, with Kevon Looney earning the start Saturday. ... Shaun Livingston was out to rest his sore right knee. The Warriors had won their previous five regular-season home finales. ... Golden State dropped to 10-4 in the first game of back-to-backs. ... Warriors President and COO Rick Welts was honored for his induction into the Naismith Memorial Basketball Hall of Fame.
Stephen Curry, dressed and with backpack on, hopped up and down a few times on his tender left knee in the locker room with a big grin alongside athletic trainer Chelsea Lane. They're going on the quick road trip to Phoenix.
Curry did some light work on the court then iced his injured left knee before the game while munching popcorn at his locker.
He's still a week from having his sprained knee re-evaluated and Kerr ruled him out for the first round of the playoffs.
"We'll talk a week from today," Kerr said. "There's nothing to report."
The Warriors waived forward Omri Casspi after the game. Casspi has been sidelined by an ankle injury and Golden State needed to clear a roster spot in order to make room for Cook to be on the playoff roster.
The Pelicans had a four-day break and dropped from fourth place to eighth in the Western Conference standings.
That's how wild this final stretch has been and still could be.
"It's the craziest thing I've ever seen," Gentry said. "I've never seen anything like it."
Pelicans: At Clippers on Monday.
Warriors: At Phoenix on Sunday looking for a 15th straight victory vs. the Suns and playing their 14th and last back-to-back.
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