Iguodala missed the last of three free throws that would have tied the game with 3.4 seconds to go, but Denver still had two more chances to win.
David Lee had a season-high 31 points on 13-of-15 shooting for the Warriors, who earned their first win of the season against the Nuggets in the third meeting between the teams in a 20-day span.
Klay Thompson scored 21 points and Stephen Curry had 20 points and a season-best 10 assists as Golden State (9-6) won for the fourth time in five games.
Iguodala finished with 22 points, and Danilo Gallinari added 20 points and nine rebounds for the Nuggets.
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