Klay Thompson never doubted himself after inspiring the Golden State Warriors to a 122-109 win over the Milwaukee Bucks on Saturday.

Thompson scored a season-high 38 points – his highest tally in a game since March 2019 – as the Warriors extended their winning run to three matches at Chase Center.

The five-time NBA All-Star landed eight three-pointers, claimed six rebounds and provided five assists in a brilliant performance.

Six of Thompson's field goals came in the second quarter, which is the most he has made in a quarter for over three years.

The three-time NBA champion says he always knew he was capable of conjuring up such inspiring displays, despite what others may have thought.

He said: "Everybody makes a big deal about my shooting, man. I mean, I'm not happy with how I was shooting but I know these nights are within me.

"I just know. I've done too many great things that players haven't done before to doubt myself."

Warriors head coach Steve Kerr was delighted to see Thompson putting on a show once again.

He said: "I'm sure it's a relief. He's so hard on himself and wants so badly to succeed.

"I thought he just let the game come to him early. He didn't hunt shots. Over the past few games, he's been taking tough ones early, which has kept him from getting into a rhythm.

"Tonight, it felt like he was taking better shots early. ... You know Klay, once a couple go in, the tougher ones get a lot easier for him."

Golden State are third in the Western Conference at 46-22 after getting the better of the defending champions, who are second in the Eastern Conference on 42-26.