The Oklahoma City Thunder finally silenced the Knicks' streaky shooter in the fourth, hanging on to beat New York 95-94 on Thursday night when Smith missed a turnaround jumper just before the buzzer.
"We've been hurt on those game-winners a couple of times this year and we didn't want that to happen again," Durant said. "So we just had to lock in and get a stop."
Durant scored 34 points, including two free throws with 1:38 left that put Oklahoma City in front for good. He also had eight rebounds and six assists.
Russell Westbrook struggled over the final three quarters but finished with 21 points, six rebounds and five assists, plus provided tough defense on Smith's last shot in the Thunder's first trip to New York since Dec. 22, 2010.
Kevin Martin had 16 points as Oklahoma City posted its third straight win, fighting off a spirited effort by a Knicks team missing Anthony. The All-Star forward missed his second straight game with what the Knicks said is a stiff and sore right knee.
"It was a great fight. I mean we put up a heck of a fight out there tonight," Knicks forward Amare Stoudemire said. "We played great defensively, offensively we were playing well, the ball was moving, so we can be happy with the way we played but still a little upset that we lost down the stretch."
Smith scored a season-high 36 points but was just 2 of 9 from the field in the final period, 1 of 5 on 3-pointers. He said afterward he probably should've tried to drive on the last possession.
"My jumper was pretty much good all night except for the fourth quarter and just didn't go in," Smith said.
Neither team led by more than two points over the final 10 1/2 minutes. Durant scored 12 in the final period while Westbrook was shut out.
Smith missed a 3-pointer with 33 seconds left but the Knicks had a final chance after Durant was off on a jumper with about 9 seconds to go. Smith got the ball in about the same spot where he hit a winning jumper against Phoenix earlier this season, but his shot was long as the Knicks had their two game-winning streak snapped.
Anthony was hurt Monday in Cleveland, falling to the court without contact as he tried to catch a pass. Coach Mike Woodson said he is day to day and doesn't believe the injury is serious, but the Knicks said the same about Jeremy Lin last season and others in recent years, so their fans won't relax until they see Anthony back on the floor.
He surely would like that to be sometime before the Knicks visit Denver next Wednesday for his long-awaited first trip back since the Nuggets traded him in February 2011.
In the meantime, the Knicks showed again they've got enough guys to compete without him -- but not enough to beat a top team such as the Thunder.
Raymond Felton and Stoudemire each had 16 points for the Knicks, who were playing their fourth game in five nights against the rested and more athletic Thunder.
The Knicks were only 4 of 18 in the fourth quarter, making just 1-of-9 3-pointers.
"In the fourth quarter, we just tried to come out and play lockdown defense, and I think that's what we did," Durant said.
Anthony's injury prevented a matchup between the NBA's top two scorers, his 28.2 points per game slightly behind the 28.6 Durant came in averaging as he tries to lead the league for the fourth straight season.
But it was still a loud crowd for the Thunder's first game here in more than two years, since they weren't scheduled for a game at Madison Square Garden in the lockout-shortened 2011-12 season.
"You missed it last year with the shortened season," said Oklahoma City coach Scott Brooks, who played for the Knicks in the 1996-97 season. "It's one of those things, especially for myself because I like coming here and seeing all the excitement, and that was one of the disappointing things of looking at least season's schedule. We didn't have a stop here in New York City."
He said it would be exciting and he was right, mostly because of Smith's big night.
The reserve guard shoots often even when he's not doing it accurately, and just Sunday he threw up 14 3-point shots against Miami while making just three. But the Knicks needed him to keep shooting without Anthony, and he was locked in during the middle two quarters.
"He was making some tough shots. He's one of the guys in this league that you can guard well and he can make a tough shot. He was in a zone," Brooks said.
The Thunder scored 16 straight points, going ahead by 10 en route to a 35-26 lead behind 15 first-quarter points from Westbrook. The Knicks fought back to tie it at 48 on a basket by Kenyon Martin, on his second 10-day contract and getting his first extended playing time since signing late last month. Smith scored 18 in the second period, but the Thunder regrouped to take a 59-56 lead to the locker room.
The Knicks surged into the lead with nine straight points, highlighted by Stoudemire's dunk over Serge Ibaka, and went ahead 75-69 with 2:07 left in the third. Smith made sure they kept that margin going to the fourth, hitting two 3-pointers in the final 34 seconds to make it 81-75.
Oklahoma City G Ronnie Brewer didn't play. Brewer was a starter for the Knicks to begin the season, but eventually lost his place in the rotation entirely after a lengthy slump and was dealt to the Thunder for a second-round pick at the trade deadline. ... The Knicks wore jerseys saying "Nueva York" as part of the NBA's Latin Nights series.