Kevin Durant led the Thunder with 24 points on 15 shots, and added six rebounds, four assists, two steals and two blocked shots.
Russell Westbrook fell just short of a triple-double with 19 points, 10 assists and eight rebounds, while Serge Ibaka had 17 points, seven rebounds and three blocks.
Martin, the man to who replaced Harden, had 16 points, five rebounds and one block.
OKC jumped out to a 13-2 lead against the league's youngest team. The Rockets looked petrified, missing their first nine shots.
However, the Thunder followed by going cold itself and failed to pull away.
In a showdown between the NBA's No. 2 (Houston) and No. 3 (OKC) highest-scoring teams, the Rockets and Thunder combined to shoot just 31.1 percent (14 for 45) in the first quarter.
En route to a 60-47 lead at halftime, OKC heated up in the second quarter and shot 63.6 percent (14 for 22), closing out the half with a 14-3 run with Houston starters Chandler Parsons and Omer Asik sitting out with three fouls each.
The Thunder ended up shooting 53.0 percent (44 for 83) from the field for the game and 41.7 percent (10 for 24) from 3-point range.
The Rockets misfired at 36.3 percent (33 for 91) from the field and 22.2 percent (8 for 36) from 3-point range.