BOSTON (AP) -- The Phoenix Suns ended their road trip with their fourth victory in five games and another reminder that big leads can fade quickly.
Just three days earlier, the Suns lost to Cleveland by seven after leading by nine at intermission.
"A 20-point lead to us is like a 10-point lead for everybody else," coach Mike D'Antoni said of his Pacific Division leaders. "The game is just not over."
Phoenix is the NBA's highest-scoring team, but only five teams have allowed more points per game than the Suns, who couldn't stop Pierce in the second half.
He finished with 40 points after deciding to be more assertive, but the closest Boston came in the second half was 80-78 with 9:06 left in the game.
"I wasn't as aggressive as I should have been" while Phoenix built a 59-38 halftime lead, Pierce said. "There's no moral victories. We gave ourselves chances, but you can't let yourself get down that much and expect to win."
Still, the Suns were impressed.
The Suns' scoring was more balanced with Shawn Marion's 21 points leading seven players in double figures.
Raja Bell scored 18 points and Nash had 13 points with eight assists. Marion led all rebounders with 12. Bell also sank a key 3-pointer that made it 96-89 with 3:56 to go and then finished the scoring with a 23-foot jumper with 21 seconds remaining.
"It has been a long road trip," Suns center Kurt Thomas said. "We had a nice start in the first half but we got in a funk in the third quarter."
Phoenix, coming off a 123-99 win at Philadelphia on Tuesday night, finished 4-2 on the trip. The Celtics lost their third consecutive game and are 1-3 since obtaining Wally Szczerbiak from Minnesota.
The Celtics wouldn't have had a chance without Pierce, especially after committing 14 turnovers in the first half. They had just five after that but failed to score in the last 2:40.
"The way the first half was going, he knew that everybody was looking to him to step it up," Jefferson said of Pierce. "That just proves that we can play with anybody. We've just got to put our heads to it."
Pierce scored 20 points in the third quarter -- 11 in the first 2:09 -- as the Celtics cut Phoenix's lead to 75-69. The Celtics opened that quarter with a 13-0 run.
Orien Greene made it 80-78 with a layup, but the Celtics couldn't complete the comeback.
"Paul gave a superhuman effort for us to get back in this game," Boston coach Doc Rivers said. "You'd rather have a balance, but I'd take 40 from Paul."
But Pierce missed 3-of-4 free throws in the last 4:08 and two field-goal attempts in the final 1:28.
Before that, his 3-pointer cut the lead to 96-92. Nash followed with two free throws, but then Pierce came back with a reverse layup that restored the four-point lead with 2:40 left.
But Pierce failed from the line, missing both shots with 2:10 to go, and Szczerbiak missed a shot from the top of the key with 1:56 remaining. Jefferson then stole the ball, but Pierce missed an 18-footer with 1:28 to play.
Marion hit two free throws before Bell ended the scoring.
Pierce's season high is 43 points. He was 2-of-8 in the first half but 12-of-19 after that, including four of his last six 3-point attempts. ... Phoenix hit 46 percent of its shots one night after making a season-high 58.1 percent. ... Boris Diaw, who had a triple-double against the 76ers, finished with five points, five rebounds, three assists and four turnovers.