Terry then scored a quick driving layup to pull Dallas back within one, but Harden again upped the lead to three with 15.6 seconds remaining to provide the game's final score.
Harden finished with 15 points but uncharacteristically struggled on just 2-of-7 shooting. He made all 10 of his foul shots, however, and added five assists against one turnover.
Russell Westbrook scored a team-high 29 points to lead the Thunder and was 8-of-8 from the foul line.
On the Mavs' last possession, Terry had two extremely good looks at game-tying 3-pointers but missed both to spark another celebration.
The Thunder in the regular season led the league in free throw attempts per game 26.4) and free throw percentage (80.6). And that accuracy came in handy Monday, as the Thunder made 37-of-39 free throws (94.9 percent).
Center Kendrick Perkins also was perfect at the stripe, going 5-of-5 to finish with 13 points and six rebounds.Monday's box score