The Western Conference-leading Thunder's fifth straight win was powered by the reigning NBA Most Valuable Player's 27 points.
It meant Gilgeous-Alexander extended his individual streak of scoring 20-plus points to 125 consecutive games, now just one short of Wilt Chamberlain's decades-old NBA record.
"I wouldn't say it was super tough," said Gilgeous-Alexander, who also provided five assists and grabbed five rebounds.
The victory was the defending NBA champion Thunder's eighth wire-to-wire win of another dominant season, as they seek back-to-back championships.
"If we were the best team last year, all year, we win a championship, and we get better, we should put ourselves in great position to repeat," said Gilgeous-Alexander.
"This year's had a little bit more ups and downs for us, but I think we've done a pretty good job keeping that front of mind," he added.
The Thunder took an early lead and were ahead by 14 points late in the first half. Although the Warriors briefly tied up the score in the third quarter, Oklahoma City defended resolutely for the win.
The loss continued a poor run of form for the Warriors since their star player Stephen Curry injured his knee in late January.
The Eastern Conference-leading Detroit Pistons suffered a surprise 107-105 loss to the lowly Brooklyn Nets, with Michael Porter Jr scoring 30 points and grabbing 13 rebounds.
It was a third straight loss for the Pistons, who remain three-and-a-half games clear of the Boston Celtics.
Anthony Edwards scored 34 points but it was not enough to stop his Minnesota Timberwolves slipping to a 119-92 loss to the Orlando Magic.
And Jalen Johnson poured in 35 points as the Atlanta Hawks beat the Philadelphia 76ers 125-116. It was the Hawks' sixth win in a row, the best current streak in the NBA.