Steph Curry has urged the Golden State Warriors to "bottle up" their fourth-quarter performance in game three to use through the rest of the NBA Finals.

The Warriors trailed the Cleveland Cavaliers by 17 points with a quarter to play at the Quicken Loans Arena on Tuesday but Curry and Co. surged back in the last term, starting with a 13-2 run before eventually moving within a point of their hosts, only to lose 96-91.

It was the second consecutive match where the Warriors conceded a lead - they trailed by 11 points with five minutes left in game two - and were unable to reel in the Cavs, who moved 2-1 ahead in the series.

Curry warned Golden State they cannot afford to keep doing that, but claimed the Warriors would take a lot from their Conference semi-final series when they trailed the Memphis Grizzlies 2-1 only to triumph 4-2.

"We've just got to bottle up what we did in the fourth quarter and bring that for 48 minutes starting in game four," the NBA MVP said after game three.

"I think the confidence that we have knowing that we've come back from 2-1 [down against the Grizzlies] it means a lot."

Curry bemoaned the Warriors' timidity in the early stages of the game in Cleveland.

"We became the aggressors," he said when asked what changed in the fourth quarter. "And for us to win this series we have to play that way the whole game."

With 2:45 on the clock, Curry sank a three-pointer to make it 81-80 in favour of the Cavs but in the next play Cleveland's stand-in point guard Matthew Dellavedova bustled past the 27-year-old, banked a two-point shot and earned a trip to the free-throw line in a critical moment.

Dellavedova, who started in place of the injured Kyrie Irving, converted the extra point to spark a mini-run of six straight for the Cavs.

"He [Dellavedova] makes a great play off the backboard, we still had a chance to win, you know, regardless of that play, but it was a good turning point for them to get the crowd back into it," Curry said.

"They [Cleveland's fans] obviously love the way he plays, so he made some timely buckets and that was one of them."

Dellavedova registered 20 points for the match, while restricting Curry to just 10 in the opening three quarters, before the latter surged in the last stanza to finish with 27.