Durant scored 30 points, and Jeff Green added 22 to help the Thunder end the losing streak at 14 with a 111-103 victory over Memphis on Saturday night.
"Unbelievable. Great feeling," Durant said. "Everybody came into the locker room, and we were all smiles. That's what we need. We've been down after some tough losses."
The victory was Oklahoma City's first on the road and second of the season following an 88-85 win over Minnesota on Nov. 2. Memphis has lost a season-worst six straight and 10 of its last 11.
"Obviously, it was a tough loss," Memphis coach Marc Iavaroni said. "They lost 14 in a row, and they were hungry. We were hungry. They did a great job in the fourth quarter."
The Thunder, down by 14 in the first half, got within striking distance by outscoring Memphis 33-26 in the third period.
Jeff Green hit consecutive 3-pointers, the second coming with 4:28 left to overtake Memphis at 97-96. The two teams exchanged the lead until Oklahoma City closed the game with a 12-3 run, the only Grizzlies bucket coming on Mayo's 3-pointer with 15.9 seconds remaining.
The Thunder's 14-game losing streak matched the franchise record.
"I am happy for our guys, I am happy for our fans, and I am happy for myself and the staff," said interim head coach Scott Brooks, 1-4 since taking over for the fired P.J. Carlesimo on Nov. 22. "We have all hung in there together. It hasn't been the easiest ride."
The Thunder outscored Memphis 68-49 in the second half, shooting 62 percent.
"It really does hurt us a little bit that we let one slip away," Memphis guard Mike Conley said.
Memphis got off to a fast start, shooting 63 percent in the first quarter. Mayo had 11 of his 13 first-half points in the opening period.
The shooting would only get better for Memphis, at one point reaching 71 percent, on 15-of-21, as the Grizzlies built the lead to 42-28, their largest margin of the game before carrying a 54-43 advantage into the dressing room. Gay had 10 points.
"O.J. Mayo hit some tough shots," Durant said. "He's a great player and a phenomenal talent."
The lead could have been bigger if Memphis hadn't committed 10 turnovers before the break. Meanwhile, the Thunder was having trouble keeping pace, shooting 43 percent. Durant got a bit active midway through the second quarter, helping lead Oklahoma City with 11 points in the half.
Oklahoma City came out in the second half with better ball movement, and Memphis still was having trouble avoiding mistakes, ending up with 18 turnovers on the night. The Thunder took advantage by getting the ball low for easy baskets and dunks.
The Thunder pulled to 73-72 with a pair of free throws from Earl Watson. Memphis still carried an 80-76 lead into the final period after a 22-foot jumper by Oklahoma City's Joe Smith at the horn to end the third.
Oklahoma City, which had watched Memphis shoot so well in the first half, was the offensive power in the final two periods, shooting 54 percent and committing only five turnovers. Durant had 19 after the break, while Green had 18, making all three of his shots in the fourth including the pair of 3-pointers that gave Oklahoma City the lead.
"We tried to go out and be aggressive on the offensive end and share the ball," Green said of the second-half play. "That's what's been keeping us in the games and giving us a chance to get the victory."
Memphis shot 58 percent, while the Thunder connected on 52 percent of their shots.
The Thunder had come close to ending the winning streak in a couple of games recently, losing on a last-second shot against Minnesota on Friday night and dropping a 99-98 game against Phoenix last Tuesday night. This time, they were able to stop the skid by closing out the game.
"If we continue to play like we've been playing these last couple of games," Durant said, "I think the wins will start piling up."
The Thunder went with a couple of lineup changes, starting rookie Russell Westbrook at point for veteran Earl Watson and Chris Wilcox at center and letting Nick Collison come off the bench. It was the first start of the season for both. ... The Thunder franchise's previous record for consecutive losses was last season in Seattle. ... Mayo leads all rookies in scoring with a 21.9 average. ... Veteran F Antoine Walker was in uniform for Memphis for the first game of the season. He did not play. ... Officials reviewed Smith's last-second jumper to end the third quarter before confirming that it was good. ... Mayo had 32 points in Friday night's loss at San Antonio. With his 30 points against the Thunder, it marked the second time this season he has had back-to-back 30-point games.