Houston (4-2) trailed 45-43 at halftime, but hit six of its first eight shots from the field in the third quarter to take control with a 17-4 run.
Delfino and Chandler Parsons each made four 3-pointers.
Ryan Anderson led New Orleans (3-4) with 23 points, hitting 5 of 7 3-pointers. No. 1 overall draft pick Anthony Davis had 13 points, eight rebounds and three blocked shots, and Greivis Vasquez scored 11 points.
Both teams close out the preseason Friday night. New Orleans will be at Miami, and Houston at Orlando.
The Warriors erase an 11-point fourth-quarter deficit, with Klay Thompson scoring 18 of his 27 points in the second half, and rally past the Blazers for a 110-99 win over and 2-0 series lead.
Golden State trailed by 17 points and looked like it might lose at home, but Klay Thompson and Draymond Green wouldn't permit it.
The Golden State Warriors excelled both on offense and defense (especially Draymond Green) to take Game 2. Stats & Info looks at how they did it.