Thomas finished with 19 points and 13 rebounds and Bellfield had 15 points for the Rebels (21-7, 9-5 Mountain West).
UNLV missed six consecutive foul shots in the final 8 minutes of regulation but took advantage of a key miss by New Mexico late.
After Gary made just 1-of-2 free throws with 27.2 seconds to put the Lobos up 67-65, Bellfield scored on a layup that forced overtime.
UNLV took a 72-70 lead on Thomas' putback with 2:55 remaining in OT and led the rest of the way.
Leaving early for the NBA is a risky decision. Some players -- Skal Labissiere, Dejounte Murray -- slid in the draft. Some -- Isaiah Taylor, Troy Williams -- weren't drafted at all.
College basketball coaches across the country will hit the recruiting trail hard in July to target the Class of 2017's top prospects. Which players are the nation's top programs targeting?
The Tar Heels could lose Justin Jackson and Kennedy Meeks after next season. Coach Roy Williams has nearly every top-10 2017 prospect on his board.