LeBron James warned the Cleveland Cavaliers not to feel comfortable back in Ohio after falling 2-0 down to the Golden State Warriors in the NBA Finals.

James had 29 points, 13 assists and nine rebounds in game two at Oracle Center on Sunday but it was not enough for Cleveland to avoid a 122-103 loss, with some stunning three-point shooting from Stephen Curry blowing them away in the final quarter.

The Cavs trailed 2-0 against the Warriors before going on to win the championship series in 2016, but James insists they need to stay on the edge.

"At the end of the day, we have a game three to play," he told a post-match news conference.

"We've got an opportunity to go home and we've played some really good basketball on our floor.

"But that shouldn't give us any comfort. We should still be uncomfortable with the series, as we were in game one and as we were tonight.

"Just because we're going home doesn't mean we can relax. This is the last team in the world you want to relax against."

After a record nine three-pointers in a Finals match from Curry, James urged the Cavs to remember they can only control what they do on the court.

"Every shot he takes that goes in; he has the business of making them. That's what he does. So we shouldn't be surprised or deflated by it," he said.

"[We need to] take the ball out, move it forward, and try and execute on the other end."

The four-time MVP added he does not get caught up in claims there is too much pressure on him to lead the Cavs to success.

"The odds have been stacked up against me since I was an adolescent," said James.

"I put our team in a position to win a championship, to compete for a championship.

"That's my job. That's my responsibility. That's my obligation, and I need to continue to do that, which I will."