OKC led 46-27 late in the second quarter before a 9-0 Bulls run pulled them to within 46-36. Chicago would trail by double-digits the remainder of the nationally televised contest on ESPN.
The Thunder is the NBA's highest scoring team (106.7) and faced the Bulls, who rank third in points allowed (91.1).
OKC also struggled from the floor, shooting 45.6 percent from the floor (36 for 79).
Russell Westbrook led the Thunder with 23 points and 10 for 17 from the field.
Kevin Durant finished with 19 points and six assists, but shot just 6 for 17 from the field and had to make his last two attempts to get there. He also had 16 rebounds, two shy of his career high.
Though he shot just 3 for 13 from the field in the first half, Durant still managed a first-half double-double with 13 points and 10 rebounds. It was the third time this season Durant has recorded a double-double by halftime. Before this season, Durant only had one double-double before halftime.
Teammate Serge Ibaka had 17 points, 10 rebounds and three blocked shots. Thabo Sefolosha added 11 points and Lamb scored nine, all in the fourth quarter.
The Thunder next plays New Orleans at 7 p.m. Wednesday at The Peake.