With Oklahoma City leading 126-122, Denver's Nikola Jokic hit a 3-pointer and Oklahoma City's Jaylin Williams was called for an off-ball foul fighting through a screen. Jamal Murray made the free throw with 8.5 seconds remaining to tie the game.
Gilgeous-Alexander responded, elevating over Spencer Jones for his second 3 in the final 14 seconds. Denver's Aaron Gordon missed a 61-foot heave at the buzzer.
The Thunder are 6-0 since Gilgeous-Alexander returned from an abdominal strain that sidelined him for nine games.
Williams scored 29 points and Ajay Mitchell, in his return after missing 20 games with an abdominal strain and a sprained left ankle, added 24 points.
Jokic had 32 points, 14 rebounds and 13 assists. It was his 24th triple-double of the season and the 188th of his career. Tim Hardaway Jr. scored 28 points and Gordon added 23 points and 10 rebounds for the Nuggets.
The Thunder were missing starters Chet Holmgren (illness), Isaiah Hartenstein (bruised left calf) and Jalen Williams (strained right hamstring) and key reserve Alex Caruso (bruised left hip).
Oklahoma City won a contentious game against the Nuggets on Feb. 27. Thunder guard Lu Dort was ejected and the game was filled with physical play and hard fouls.
Gordon, who missed the previous game against Oklahoma City with a strained right hamstring, scored 17 points in the first 5 1/2 minutes to help the Nuggets take a double-digit lead.
Oklahoma City led 66-60 at halftime, with Gilgeous-Alexander scoring 17 points.
The Thunder led by eight with just over two minutes remaining before Denver rallied to set up the tight finish.
Up next
Nuggets: Host Houston on Wednesday.
Thunder: Host Boston on Thursday.
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AP NBA: https://apnews.com/hub/NBA