Houston Rockets pair James Harden and Chris Paul rued their side's mistakes after they were beaten by the Golden State Warriors in the NBA Western Conference finals opener.

The Warriors were in ruthless form as they nudged ahead in the third period in Houston and showed no signs of letting their lead slip in a 119-106 victory, with Kevin Durant totalling 37 points.

Harden, with 41 points, led the way for the hosts, but he was frustrated with the number of turnovers as the Rockets opened the door for Golden State to move ahead in the series.

"[The Warriors] do a really good job where if you take bad shots or turn the basketball over, you're out," Harden told a news conference. "They're getting dunks, they're getting threes and I'm not sure how many transition points they had but it was too many.

"That's what they thrive on. We've got to do a better job of not turning the basketball over, taking better shots and getting back and matching up - there were a couple of times where we didn't guard anybody and they got a dunk or an open three. That can't happen."

Paul also called on Houston to improve ahead of the next game, ensuring the Warriors find life tougher on Wednesday.

"They're a good team. They made good shots," he said. "We lost a home game in the last series - obviously it's a different team but, for us, our focus right now is on game two.

"In some games and some series, you make mistakes and guys don't make those shots, but tonight, every time we did it, they made the shots.

"For us, we're gonna look at the film and a lot of it we already know; we've just got to do it better, because obviously they make you pay when you make mistakes. Every time we made a mistake, they made us pay."