Stephen Curry says the Golden State Warriors will not allow themselves to get carried away in the NBA Finals despite a crushing victory over the Cleveland Cavaliers in game one.

The Warriors kicked off the Finals with a 113-91 victory on Thursday with Kevin Durant on fire, the eight-time NBA All-Star hitting a game-high 38 points to give his side an early lead in the seven-match series.

However, Curry, who put up 28 points and 10 assists, insists the Warriors are not getting ahead of themselves given the Cavs overturned a 3-1 deficit in last year's Finals to take the title.

"You're not going to see crazy celebrations," he told a media conference. "You're not going to see us getting ahead of ourselves.

"We're going to enjoy what we do on the floor and be passionate about it and have each other's backs when we're out there, but every 48 minutes is a separate event, a separate mentality.

"The goal obviously is to lock in on the moment. It should be very easy for us to do that all considered.

"Now we look to Sunday to try to do it again."

Curry's thoughts were echoed by team-mate Klay Thompson, who knows there are still plenty of twists and turns to come.

"This feels a lot like last year. We went up 2-0, but it's history. We've got to enjoy this tonight but quickly forget about it and win Sunday and play as hard as we can," Thompson added.

"There are no shortcuts to win a championship. Everybody knows that. We'll find it. We've still got a long way to go to win this series."

Stand-in Warriors coach Mike Brown was pleased with the team's display and challenged them to go out and repeat it in game two on Sunday.

"We had a formula and our guys did a nice job trying to follow it," he said.

"But they [the Cavs] are a veteran team, they've been in this situation before, so they're definitely not going to panic, they're not going to think that we have an advantage. 

"And our guys don't either, our guys know what they need to do. The challenge for us is are we going to go out and do it again."