Stephen Curry insists Golden State Warriors never doubted they would fight back against Oklahoma City Thunder and secure their place in the NBA Finals.

Defending champions the Warriors fell 3-1 down in their best-of-seven series, but hauled it back to 3-3 ahead of Monday's decider at Oracle Arena.

And once again, Curry proved his star quality, netting 36 points in a 96-88 victory as the Warriors booked a rematch of last year's final against Cleveland Cavaliers.

"We never lost confidence, and every game just played with fearlessness and that confidence that we could get back to the Finals, however we had to get it done," Curry said.

"So it was just a rollercoaster from the time I got hurt to coming back and dealing with injuries and whatnot, and now we're four wins away from our goal, and that's a pretty special accomplishment.

"We knew it was going to be a dogfight, and for us to overcome that early deficit and claw our way back and the way that we did it with everybody having an impact, bench guys, starters, on the defensive end, obviously we made shots.

"It was just a very cool moment to enjoy that fan noise and understand we were on the brink of doing something very special and coming back from down 3-1, and that was it.

"You appreciate how tough it is to get back here. That's the one thing I've learned.

"You can't take anything for granted because it's such a grind, it's such a battle against a great Thunder team that pushed us to the brink. So you've got to be appreciative of this accomplishment, and I look forward to getting four more wins."

And Curry, who struggled with a knee injury earlier in the playoffs, earned the praise of his head coach Steve Kerr.

"The one thing with Steph is that he understands that, with all these accolades - MVPs, commercials - with all that comes great responsibility to his team, to the organisation, the fans - he gets that," Kerr said.

"He understands that, if you play poorly, you're going to get blamed if you're the star. And I think he's had a rough playoffs because of the injuries and as I said, I think he kind of felt right physically the last couple of games and this is who he is.

"Having a clutch performance in a game seven, that's Steph Curry."