Chris Paul had 13 points, six assists and a steal for New Orleans. Paul and West, the Hornets' two All-Stars last season, each played 22 minutes.
Marco Belinelli led Golden State with 14 points, hitting both 3-pointers he attempted in the fourth quarter to keep the game close.
Anthony Morrow's late 3 cut the Hornets' lead to 105-103. After Ryan Bowen made a free throw for New Orleans, the Warriors had a chance for a tying 3 in the final seconds, but Morrow's attempt bounced off the rim.
Corey Maggette scored 13 points for Golden State, while Kelenna Azubuike added 12 and Al Harrington 11.
Former LSU standout Anthony Randolph, the Warriors' top draft choice last summer, played nearly 18 minutes, going 3-of-5 from the field for six points.
Veteran Mike James, seeking to win the Hornets' backup role at point guard behind Paul, scored 12 points and had five assists. James Posey, New Orleans' top free-agent acquisition, received an ovation when he checked in and finished with nine points.
Hornets center Tyson Chandler played only the first 5 minutes of the game before leaving with a sprained right ankle. He watched the second half from the bench, still in his warmups, and stood to chat with teammates with no apparent pain during timeouts.