James Harden has scored 41 points to lead the Houston Rockets to a stunning overtime win over the Golden State Warriors in an NBA playoff game featuring brilliant offensive and defensive plays from both teams.

The Rockets won 126-121 in Houston on Sunday (AEST) for their first victory in the western conference semi-final showdown.

The Warriors lead the best-of-seven series 2-1, with game four on Tuesday (AEST) in Houston.

Harden, still suffering vision issues after Warriors forward Draymond Green hit him in the face and cut his left eyelid in game two, made a big three-pointer late in overtime and added a running floater in the final 26 seconds to seal the win.