Golden State Warriors star Steph Curry said making early shots gave him confidence on his way to a 40-point haul against the Houston Rockets.

Curry dominated the Rockets as the Warriors claimed a 115-80 victory on Saturday to take a 3-0 lead in the Western Conference finals.

The NBA MVP lauded the Warriors' ball movement, and said a good start – Curry went four-for-seven in the first half – set up his performance.

"I always have confidence," Curry said.

"And it's obviously nice to see shots go down, but even if they weren't I still have the same amount of confidence.

"Just finding a great rhythm, I have a lot of great guys setting great screens.

"The ball movement tonight was the best it's been all series, so when you get a few to go down early in the game, it just builds your confidence even more, and thankfully I was able to knock down a lot of shots."

Curry was also involved in a verbal exchange with a fan after hitting one of his seven three-pointers.

The 27-year-old said it was all part of the game, particularly away from home in the play-offs.

"That's the fun with play-off basketball on the road," Curry said.

"You've got hecklers and guys up close that paid a lot of money for those seats that want to get their money's worth. It's fun. You know, those are kind of just genuine reactions.

"I think one in the corner, a guy said, I can't remember what he said, a four-letter word I can't repeat, but that's the one I turned around and kind of just said, 'Sit down'.

"Just having fun with him, go about my business, get back on defense. If they want to talk, hopefully they can take some back in my fashion."