Gentry has asked his team to return to its former style of fast-break offense and Phoenix has responded by scoring at least 140 points in all three games with Gentry at the helm.
Phoenix scored 140 and 142 points in back-to-back games with the Los Angeles Clippers before going wild again Friday against the Thunder.
The Suns are the first NBA team in 19 years to score 140 points in three straight contests.
Phoenix began life without all-star forward Amare Stoudemire, who suffered a partially detached retina in Wednesday's win over the Clippers and is expected to miss two months.
Jason Richardson added 34 points for the Suns and Shaquille O'Neal had 22 points and nine boards. The Suns' three straight wins equal a season high.
Kevin Durant scored 35 points for Oklahoma City.
The run of 140 points a game may end Sunday when Boston visits Phoenix.