Linas Kleiza scored 12 of his 17 points in the fourth quarter for the Nuggets, who inched closer to the No. 2 seed in the Western Conference playoffs with their ninth straight win at the Pepsi Center.
Nene added 23 points and Chauncey Billups 18, including every one in an 11-2 spurt the Nuggets used to finally get control of the game in the third quarter, and Chris Andersen blocked seven shots.
Kevin Durant led the Thunder with 31 points and Jeff Green added 24.
With Portland winning at San Antonio for the first time since 2002 earlier in the night, the Nuggets (53-26) weren't able to clinch the Northwest Division crown. But they did pad their cushion for the West's second seed. They're now 2 1/2 games ahead of the Spurs, Trail Blazers and Houston Rockets, all of whom are 50-28.
The Nuggets have three games left, including Thursday night's showdown against the Lakers in Los Angeles, far and away the top seed in the Western Conference.
Denver needs to win two more games to break the franchise record - 54 set in 1987-88.
Oklahoma City is 21-57, but the Thunder took the Nuggets down to the wire three times in their four losses to Denver this season. Twice, Anthony had to hit the game-winning shot in the final seconds.
This one wasn't easy, either.
The Nuggets, missing Kenyon Martin (ribs) for the third straight game, didn't lead by more than four until Billups sank a pair of free throws with a minute left in the third quarter for an 85-79 lead. Billups then added a fadeaway jumper to cap his personal 11-point spurt that gave Denver an eight-point cushion.
Green's 27-footer swished at the buzzer, pulling the Thunder within five at 89-84 heading into the fourth quarter, and this game was too close for the Nuggets' comfort until the end.
The Thunder were shooting 65 percent from the floor in the first half until a flurry of misses in the final minute dropped that percentage to 57. Still, Oklahoma City took a 56-53 lead into the locker room.
Notes: Thunder F Malik Rose (sore left Achilles') missed his second straight game. ... The Nuggets have won (9-of-11) against the Thunder/Sonics. The Nuggets swept the season series for just the second time against this franchise and for the first time since they swept the Sonics in 1976-77. ... Andersen was whistled for a foul in the fourth quarter when Green threw the ball underhanded into the bottom of the iron while falling out of bounds. ... Nuggets coach George Karl said he'll likely keep Martin out against the Lakers and try to get him into the final two regular season games.
(Copyright 2009 by The Associated Press. All Rights Reserved.)