Houston Rockets coach Kevin McHale defended his decision not to call a time-out late in their 99-98 loss to the Golden State Warriors on Thursday.

James Harden collected a defensive rebound from Harrison Barnes' missed lay-up with less than 10 seconds on the clock, but was unable to even get a shot off despite the Warriors' defense scrambling.

Harden passed off to Dwight Howard, who passed back to the Rockets' go-to man - however, by that time he was double-teamed and lost possession as time expired, with the Warriors now leading the Western Conference Finals series 2-0.

The former Oklahoma City Thunder star took out his frustration on the failed final play, knocking down a curtain on his way to the locker rooms.

McHale said it was the right call to allow play to go on, rather than call a time-out and be faced with an inbounds ball against a set-up Warriors.

"I will take our best player [Harden] heading downhill on a broken court any day of the week. That's where he feasts," McHale said.

Steph Curry was one of the two players trying to shut down Harden in the dying stages, as he knew his opposite number wanted to go for the potential game-winner.

"You knew he probably wasn't going to pass," Curry said. 

"At that point, it's just, 'Don't let him get a shot off and try to be the hero'."