Oklahoma City Thunder star Kevin Durant was left hurting by his team's loss to the Golden State Warriors in the NBA play-offs.

The Warriors completed their comeback from 3-1 down in the Western Conference finals with a 96-88 win at Oracle Arena on Monday.

With it, the defending champions set up a rematch with the Cleveland Cavaliers in the NBA Finals beginning Thursday.

Durant, who had 27 points in game seven, was upset with his team's failure to close out the series, given their advantage.

"It hurts losing. It hurts losing, especially being up three games to one," he said.

"But games three and four, they missed the shots that they hit games six and seven, and that was our plan.

"They beat us in the three-point line the last two games. We beat them everywhere else, they beat us from the three-point line, and that was the series.

"We fought. Everybody fought hard every single minute they were on the court. It sucks to lose. It sucks, but it was tough. It was a tough series."

Stephen Curry led the Warriors with a game-high 36 points to guide them into the NBA Finals for the second straight year.

The NBA MVP was full of praise for his team for continuing to push despite the circumstances.

Curry said: "This whole play-off run has kind of been a rollercoaster ride for me specifically, but for our team.

"We never lost confidence, and every game just played with fearlessness and that confidence that we could get back to The Finals however we had to get it done.

"It was just a rollercoaster from the time I got hurt to coming back and dealing with injuries and whatnot, and now we're four wins away from our goal, and that's a pretty special accomplishment."