"It's all about confidence right now. We've got it and we're rolling," Jefferson said.
"It's good to back with my second family here," Jefferson said. "My teammates are playing like a family now because we trust each other to make the right play."
Millsap had a dunk and a fallaway jumper to help the Jazz finish the game on a 10-4 run.
"We're definitely playing better together," Millsap said.
Utah coach Ty Corbin agreed.
"We should be very confident right now," Corbin said. "We're understanding that we need to count on each other, especially at the defensive end of the floor and depending on each other to make the right plays."
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"They played good defense. You have to give those guys credit, but I can't miss seven shots in the fourth quarter as one of the main guys," Durant said.
James Harden added 17 points for the Thunder, who have lost four of their last seven games. The NBA's most efficient offense went 6 of 21 in the fourth quarter and committed 20 turnovers in the game.
"They were the physical team and we had to match that, but they did a good job at winning that part of the game," Oklahoma City coach Scott Brooks said.
After Derrick Favors made two free throws for an 85-77 Utah edge, Westbrook made two 3-pointers and a pair of foul shots to power a 9-2 run and cut Utah's lead to 87-86 with 2:56 to play.
"We were executing. We were getting good looks," Durant said.
But the Thunder couldn't get any easy looks the rest of the way.
In the first half, Jamaal Tinsley scored nine points in 9 minutes and Utah's reserves turned a deficit into an eight-point lead. The Jazz led 52-44 at the half on the strength of 11 forced turnovers.
"Our guards and our bigs are stepping up on defense and we are just playing together and for each other," Tinsley said.
Utah extended the advantage to 14 in the third quarter. Harris scored 13 straight points for the Jazz and opened the middle for Millsap and Jefferson to operate.
"They pay so much attention to our inside guys," Harris said. "Al came back tonight, he kicked it out and it's our job to hit those shots. He trusts us."
Oklahoma City's Serge Ibaka and Harden hit several wide-open jumpers as Utah's big men hurried to help stop the drives of Durant and Westbrook to get the Thunder back within striking distance.
"They hit some shots but our main focus had to be on [Durant and Westbrook] because they're going to have the ball in their hands at the end," Corbin said.
The Jazz have won six straight games at home and looked nothing like the team that lost two games within a week in mid-February to Oklahoma City by an average of 20 points.
After a string of five consecutive losses to Oklahoma City and looking outmanned by the Thunder's length and quickness, Utah employed a scrambling, helping defense that forced difficult shots and bad passes.
The Jazz outscored the Thunder 50-20 in the paint and moved a step closer to reaching the playoffs. Utah is ninth in the Western Conference, a half-game behind Houston for the last spot.
After an MRI earlier Tuesday, the Jazz learned that starting forward Josh Howard's knee might require surgery and he could be lost for the season. Howard said he might seek a second opinion.
"We want to fight for him so when he is better, we will hopefully be in the playoffs and he can help us again," Jefferson said.
- Utah guards Raja Bell (strained left adductor) and Earl Watson (sprained left ankle) sat out.
- Oklahoma City's Daequan Cook limped off with a right knee sprain early in the fourth quarter and did not return.
- Tinsley dribbled the ball through Mohammed's legs and tossed in a floater in the fourth quarter.