Fans told FOX23 they were not expecting the move.
They said it was even worse to learn the news on a holiday.
Some took to social media to show videos of them burning their Durant jerseys to show their reaction.
Fans said they wish KD well, but they are going to miss him in Oklahoma.
A post on Tulsa's Philbrook Museum Facebook page showed their reaction to Durant's decision.
What the Kevin Durant news feels like. #onward #upward #thunderup
Posted by Philbrook Museum of Art on Monday, July 4, 2016
Governor Mary Fallin took to Twitter to wish Kevin Durant luck.
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