There have not been too many championship performances from the Golden State Warriors as they have produced an unconvincing defence of their NBA title so far this season.

On Saturday, they delivered a reminder of their ability to rise to the occasion against the most vaunted of opponents, and typically it was Steph Curry who inspired them as the Warriors saw off the Milwaukee Bucks in overtime.

Curry was at his brilliant best in the clutch in a 125-116 victory, with 22 of his 36 points coming in the fourth quarter and overtime.

Eleven of his 13 fourth-quarter points came in the final two minutes of regulation, including a three-pointer over Jevon Carter with 19 seconds left to tie the game.

A more important contribution was to follow with 2.2 seconds left when Curry rose to block a potential game-winning shot from Jrue Holiday.

In his regular-season career, that was the first time Curry had blocked a shot in the final 10 seconds of the fourth quarter and overtime.

"When you [make] a couple of big shots down the stretch and then find yourself in a position to make a play on the other side, I think that gives everybody a good boost," Curry said. "I think I got more compliments on that in the locker room than any shot I made."

Curry re-entered the game in the fourth after a spell on the bench with the Warriors trailing by eight points to a Bucks team that leads the Eastern Conference having compiled 48 wins this campaign. Golden State had led by 13 in the third.

"It's the challenge of bringing execution and focus," Curry said. "Even when things aren't going your way -- that fourth quarter when they take an eight-point lead -- and you slowly walk them down, that's the belief you have to have that we can do."

Coach Steve Kerr was in awe of Curry's all-round display, which lifted the Warriors to 35-33, still in the sixth seed in the Western Conference.

"Steph was incredible, and he did it against one of the great defenders in Jrue Holiday," Kerr said. "It's amazing watching those two guys battle. Steph is fearless. It doesn't matter if there is a slow start or if he hasn't had much going, he can ignite at any time."

"Championship stuff," he added of the Warriors finishing the game off. "That is the team that won four titles. They know how to do it. They got it done against probably the best team in the league."