Houston (4-2) trailed 45-43 at halftime, but hit six of its first eight shots from the field in the third quarter to take control with a 17-4 run.
Delfino and Chandler Parsons each made four 3-pointers.
Ryan Anderson led New Orleans (3-4) with 23 points, hitting 5 of 7 3-pointers. No. 1 overall draft pick Anthony Davis had 13 points, eight rebounds and three blocked shots, and Greivis Vasquez scored 11 points.
Both teams close out the preseason Friday night. New Orleans will be at Miami, and Houston at Orlando.
Raja Bell and Zach Lowe weigh in on how much of an impact Brad Stevens can have on the Celtics' pursuit of a big time free agent.
Raja Bell and Zach Lowe think it's worth it for DeAndre Jordan to explore any option possible to improve his free throw shooting.
Counting down the top 60 NBA moments ever for #NBArank. Here is the shot Michael Jordan sinks over Craig Ehlo with things that you never noticed during the famous play.