"We were just solid tonight and some nights you got to be solid," Artest said.
Houston shot just 36 percent, but made 27 of 31 free throws. McGrady went 9-for-10 at the line for the Rockets, who attempted 19 more foul shots than Oklahoma City.
"All game they did a good job of getting to the free-throw line," Thunder coach P.J. Carlesimo said. "You can't spot this good a team that much of an advantage on the free-throw line."
Rockets coach Rick Adelman was disappointed in Houston's offensive performance.
"There was no activity and you have to play together as a team," he said. "We seemed to want to do everything off the dribble, with one guy dribbling and we weren't setting picks. I don't know if we were being lazy or what, but we just can't play that way."
Houston led by six after three quarters and scored the first nine points in the fourth to stretch its lead to 15 with about 10 minutes left. The Rockets led by double digits the rest of the way.
Oklahoma City is still looking for its first win since leaving Seattle. The Thunder lost their opener to the Milwaukee Bucks on Wednesday night.
McGrady guarded Durant for the first three quarters before Artest took over in the fourth. Durant managed four points in the fourth.
"Sometimes you've got to treat Kevin Durant like he's Michael Jordan," Artest said. "You've got to treat every player like they're Jordan, play them hard."
Carlesimo said he thought Durant got winded late in the game dealing with the Artest.
"He may not get as strong as Ron, but when he gets a lot stronger he will be able to sustain more minutes and he'll also be able to play against physical defenders," he said. "Right now physical defenders are still a challenge."
"He tries to be very physical and tries to push me off my spots on the court," Durant said. "Ron is very hard to guard because he is so strong and he bullies over you."
Along with rarely getting to the line, Oklahoma City missed all four of its 3-point attempts. Houston was 6-of-21 from 3-point range.
Despite that, Carlesimo was pleased with Oklahoma City's effort.
"Better teams make good decisions and get the ball to the right people," he said. "I think we played well enough to beat a lot of teams tonight but not Houston in Houston."
The announced crowd of 16,996 looked unusually thin and wasn't particularly loud for much of the game. The most excited fans seemed in the first half was when the public address announcer gave periodic updates on the Texas-Texas Tech football game.
They woke up a little in the fourth quarter after a nifty three-point play by Yao followed a dunk by Landry.
Oklahoma City put together an 8-0 run, helped by a pair of Houston turnovers, to cut the Rockets' lead to 34-32 about 3 minutes before halftime.
Houston had a scare in the second quarter when McGrady banged the back of his head on Yao's knee after tumbling to the ground following a layup. McGrady grimaced in pain as he lay on the court for a couple of minutes before slowly getting to his feet, shaking it off and making the free throw.
Oklahoma outscored Houston 48-32 in the paint. ... Durant scored at least 20 points two times against the Rockets last season. ... Houston's 3-0 start is its second straight. ... The Rockets outrebounded Oklahoma City 49-39.