The Grizzlies won their third in a row, all of the victories coming on the road.
The game was tied when Gasol hit a reverse layup, after which Mike Conley hit two free throws and a driving layup that gave Memphis an 88-82 lead with 1:51 to play.
Zach Randolph led all five Memphis starters in double figures with 19 points and 12 rebounds. Rudy Gay had 18 points and Conley had 16. The Grizzlies survived a difficult night from long range, hitting just 2-of-17 3-point attempts.
Stephen Curry made four 3-pointers and scored 24 points to lead the Warriors, who have lost two in a row after winning seven out of nine.