He backed up his words Saturday night by leading the Thunder to a dominant victory in a place few visiting teams have had success.
Westbrook had 31 points and eight assists and Oklahoma City used a strong second quarter to beat the San Antonio Spurs 113-100 for its ninth straight victory.
''We got the best record in the league; I believe we're the best team in the league regardless of who says this and who says that,'' Westbrook said. ''You have to go out and play. You can predict anything, but you have to play the game.''
The Thunder outscored the Spurs 40-29 in the second quarter to hand San Antonio only its second home loss this season.
''It was one of our best scoring quarters,'' Oklahoma City coach Scott Brooks said. ''Not sure we have even had a 40-point quarter this season, but we moved the ball well and made shots. Both teams are hard to guard and both teams can score points. We got hot there in the second.''
Even though they were without their best defender on the wing, San Antonio said Leonard's absence had little to do with the loss.
''Well, I'm sure we'd like to have Kawhi, but that happens to every NBA team at some point in the season,'' Spurs coach Gregg Popovich said. ''You don't lose just because of that. We would have loved to have had him, but they played better than we did tonight for more of the game.''
Kevin Durant, whom Leonard would have defended, only had 17 points while going 6 for 14 from the field.
Instead, it was Westbrook and reserve guard Reggie Jackson who proved difficult to stop.
Jackson had 21 points, four assists and only one turnover in 30 minutes.
''This is the second game he's been playing good against us,'' Parker said. ''We have to find a solution for him. Westbrook and Durant they are going to score and take a lot of shots, but we can't let Jackson score that much. That's two games in a row that I felt he's the one that hurt us the most.''
Westbrook and Jackson were a combined 21 for 36 and handed out 12 assists.
Playing their seventh game in 10 days, the Spurs looked lethargic after a strong start.
The Thunder never trailed after Jackson's reverse layup put them up 21-19 with a minute remaining in the first quarter. Jackson had 10 points in the quarter.
''Once we move the ball the way we did tonight, everybody touches it, we're a pretty good team,'' Durant said. ''Once (the ball) gets sticky and try to play one-on-one, that's when we kind of struggle. Russell is doing a great job of getting everybody involved and picking and choosing his spots; when to score.''
The Spurs had won six of seven entering Saturday's game, but couldn't recover from the second-quarter pasting.
''They made a lot of shots, you have to give them credit,'' Parker said. ''I thought overall we played well, but they just played better.''
The Spurs committed five turnovers while taking only 17 shots in the period, which was one less than the Thunder made.
San Antonio was 20 for 49 in the paint, continually missing layups.
''That was tough,'' Parker said. ''We couldn't get a lead. We were playing well, we made some stops, but we missed a lot of layups, that's basketball.''
The Spurs pulled within a pair of baskets on several occasions in the second half, but the Thunder responded with a small run each time.
Jackson was usually at the forefront of the runs, going 8 for 14.
''I just told the guys to keep inspiring each other on the defensive end,'' Brooks said. ''I told them to help their teammates out when they needed help and I felt they did that extremely well tonight. We have improved in that area for the past few years, but tonight was really good.''
Parker (shin bruise) was questionable, but started and played 33 minutes. He had eight assists while shooting 6 for 14. ... Entering Saturday's game, the Thunder were averaging 109.9 points during their eight-game winning streak and shooting 50.2 percent. ... Popovich was whistled for a technical foul after complaining to official Monty McCutchen about a non-call on Tiago Splitter's dunk attempt against Ibaka.