HOUSTON (AP) - The Houston Rockets have overcome big deficits to lead in the fourth quarter of each of their past two games against the Oklahoma City Thunder only to lose both times.
Now the Rockets are left to wonder what could have been, and figure out a way to get back on track after falling behind 3-0 in the best-of-seven series with a 104-101 loss Saturday night.
Kevin Durant scored 41 points in his first game without injured All-Star Russell Russell Westbrook, and the Thunder fought off Houston's late rally for the win.
"We've got to find a way to win these games," Houston's Chandler Parsons said. "We are learning a lot and doing a lot right now, but it is very frustrating that we should be up 2-1 right now but we are down 3-0."
Durant scored 27 points in the first half, and the Thunder led by 26 points before a big third-quarter rally by the Rockets put them within striking distance.
Houston regained the lead with about 4 minutes left, and was up with less than a minute remaining. But Durant hit a 3-pointer, which bounced off the rim before falling in, to put Oklahoma City on top 100-99.
"We didn't want to give up any 3s," Houston's James Harden said. "He just made a lucky shot. It was good defense. It just went in and took some of the energy out of us."
A turnover by Harden gave the Thunder the ball back and Derek Fisher made two free throws to push the lead to three. Harden made a layup, but Reggie Jackson hit two more free throws after that.
Houston had a last chance, but Carlos Delfino's 3-pointer fell short.
Harden scored 30 points for the Rockets in the first playoff game in Houston since 2009. The Rockets will be at home again for Game 4 on Monday night.
He said they have to figure out a way to get going early on Monday.
"We have to have that energy from the beginning of the game to the end of the game," he said. "We can't have droughts. You have to play a solid game for 48 minutes."
Westbrook was injured in Game 2 and had season-ending right knee surgery Saturday. It was the first time Durant had played a pro game without Westbrook, who hadn't missed a game in his career before Saturday.
Durant's 41 points equaled a playoff career high, and he also had 14 rebounds, four assists, two steals and a block. He sat down for just 44 seconds on Saturday.
"Kevin has done a great job of being a playmaker all season long," Thunder coach Scott Brooks said. "He's an amazing scorer, and he sets up a lot of guys to get easy buckets."
Jackson made his first career start in place of Westbrook and had 14 points, and Serge Ibaka added 17 points and 11 rebounds.
Parsons had a tying 3-pointer for Houston with 5:46 left, and Delfino put the Rockets in front for the first time since early in the first quarter when he connected from long range to make it 94-93 about 2 minutes later.
"We're not going to hang our heads," Parsons said. "We're frustrated and we're heartbroken right now, but we've got to use this feeling right now to get better tomorrow and be ready on Monday night."
Ibaka scored four straight points after Houston took the lead, ending with a reverse layup, to make it 97-94 with about a minute and a half left.
Harden hit a pair of free throws. Then Francisco Garcia's 3-pointer put them up 99-97 with 45 seconds left, before the clutch shot by Durant.
The Rockets rallied from a 15-point deficit to take a lead in the fourth quarter in Game 2. But they weren't able to hold on and Oklahoma City got the 105-102 win.
It was much the same this time, as Houston went up late only to fall again.
"We've got to find a way to win those games," Houston coach Kevin McHale said.
Harden said that he and his teammates were sluggish and lacked energy early. He knows that won't cut it if they expect to win on Monday.
Westbrook's absence didn't seem to bother Oklahoma City early, as Durant had the big first half and the Thunder looked to be in complete control.
Things changed in the third quarter when Durant was limited offensively and Houston outscored the Thunder 27-14 in the period.
Houston point guard Jeremy Lin, who bruised a chest muscle in Game 2, started but scored only two points in about 18 minutes.
Parsons scored 21 points, and Garcia had 18.
After a big run got Houston within eight in the third quarter, Garcia and Harden made 3-pointers around a dunk by Durant to whittle the lead to 80-76 entering the last quarter.
Durant was scoreless in the third until his dunk with 27 seconds remaining in the quarter.
The Thunder led by 19 points when the Rockets used a 16-5 surge to get to 78-70 with 2 1/2 minutes left in the third. The Rockets harassed Oklahoma City into three turnovers in that stretch, and Durant went cold as he missed four shots.
Houston got off to a terrible start and trailed 39-19 after the first quarter.
"All of the sudden it just started snowballing on us," McHale said. "We lost our composure for a while."
NOTES: Garcia and McHale received technical fouls in the first quarter. ... Pitching great Roger Clemens and Houston Texans star receiver Andre Johnson attended the game.