Either way, they'd like the final result to be better.
It was the fifth straight loss for Boston, which hits the All-Star break a disappointing 14-16.
"We've got to come together as a group and understand we still have a shot at this," said Paul Pierce, who tied Kevin Garnett for the team lead with 23 points. "We have tremendous depth when people are healthy. We know we can play when we're right. We know what we can do when we're right.
"We didn't finish off this first half like we wanted to but hopefully the second half, we can treat it like the second part of the season and come back refreshed and re-energized."
Garnett also had 13 rebounds after missing the previous two games for personal reasons but the Celtics were still without point guard Rajon Rondo as he served the second game of a two-game suspension and three other regulars due to injuries.
Rondo was selected to the Eastern Conference All-Star team earlier Wednesday night to replace injured Atlanta guard Joe Johnson.
"I know Rajon Rondo was out and I know that was probably not easy for (coach) Doc (Rivers), but we played against a very good team that plays with such pride and such toughness that it was a good win for us," Oklahoma City coach Scott Brooks said.
Boston trailed by as many as 27 in the third quarter before rallying to get within 108-102 after Pierce's free throw with 3:31 left.
Durant banked in a pair of jumpers and hit two free throws during an 11-2 run to close the game for Oklahoma City, tied with Miami for the league's best record at 26-7.
"We knew this team was going to keep fighting us. Giving up is not in their character and they have a great coach and a great group of guys," Durant said. "We knew they were going to come out and fight. We knew they were going to make a run. That's what happens in this league.
"But I think we did a good job of staying composed and pulling it out."
The Thunder took control with a mammoth 30-3 run that carried over into the second quarter, including a span of 21 consecutive points, and eventually pushed their lead to 83-56 after Daequan Cook's 3-pointer from the left corner with 7:07 left in the third quarter.
The Celtics cut the deficit in half with a 16-4 run to finish the third, with much of the damage coming after Durant picked up his fourth foul and went to the bench with just under 3 minutes remaining.
Ray Allen's jumper to start the fourth quarter got Boston within 94-82, and it got as close as six following an 11-2 run that came during a stretch when two Oklahoma City players were called for technical fouls. Kendrick Perkins got one after fouling out, and Serge Ibaka picked one up soon after replacing Perkins.
"The guys just wouldn't give up. We gave ourselves a chance there in the last 3 minutes. We just couldn't get over the hump," Pierce said.
Rivers credited Pierce for leading the charge, calling out the margin as the Celtics pulled within 20 and then 17, and so on. It never got any closer than six, though.
The Thunder got it back together to finish it out, ending up with a 43-32 advantage on the boards -- including only three offensive rebounds for Boston -- and 27 fast-break points, one off their season best. The 119 points were also one shy of their most in regulation this season.
"I've never played on a team that's just given up. I just tried to push the guys, push the guys all the way to the finish," Pierce said. "I've never been a player that stopped short."
Allen scored 21, Mickael Pietrus 16 and Avery Bradley 12 as all five Boston starters reached double figures. The bench, lacking depth with Brandon Bass (knee) and centers Jermaine O'Neal (wrist) and Chris Wilcox (thigh) hurt, provided only nine points.
The Celtics have twice lost five games in a row this season, both punctuated by losses to Oklahoma City.
The Thunder swept the season series for the first time in six years, having lost to Boston in their home building all three times since moving from Seattle.
Oklahoma City missed nine of its first 10 shots and quickly fell behind 15-5, then could hardly miss for the rest of the first half, going 18 for 23 during the most impressive stretch.
Harden's driving layup completed the one-sided spurt and made it 42-25 in the first 2 minutes of the second quarter. The lead grew to 72-49 by halftime after Boston's worst defensive half of the season.
"We were moving the ball, we were running the court, we were playing with a good pace and taking care of the basketball. It was beautiful basketball in the first half," Brooks said.
"We just got a little sloppy with our turnovers and our ball-handling and our decisions in the second half."
Rivers got a kick out of Rondo being picked as an All-Star while serving a suspension. "Now we know the league does not hold grudges. ... It's Rondo's (26th) birthday today, so I was joking. I said, 'In one gift, you got the All-Star. In the other gift, you gave $250 grand back to the league, so that's a heck of a birthday present," Rivers said. Durant will replace Johnson in the 3-point contest, competing for the first time. Durant previously won the H-O-R-S-E competition twice before it was discontinued. ... The Celtics' previous season worst for points allowed was 69, in the first half of a 115-107 loss at Miami in the second game of the season. ... It was Perkins' 11th technical of the season. Two more would earn him a one-game suspension. Durant also picked up his first technical foul of the season in the second quarter after getting blocked by Garnett.
Toronto fans have nothing to cheer for in Game 5.
Take a behind-the-scenes look at the Thunder's dominating Game 4 performance against the Warriors.
LeBron James gets a steal and goes to the other end for the soaring two-handed slam dunk.