The Rockets came from 11 points behind in the fourth quarter to hand the Thunder their third straight loss.
Oklahoma City dealt Harden to Houston prior to the start of the season and he took it out on the Thunder by scoring 46 points. He produced 16 in the final quarter, including two free throws that gave Houston a five-point lead with 7 seconds to play.
Harden hit 14-of-19 from the field, half of his baskets coming from 3-point range. Jeremy Lin poured in 29 points to go with eight assists for the Rockets.
Oklahoma City wasted the second career triple-double for Kevin Durant, who scored 16 points, claimed 12 rebounds and handed out 11 assists.
Russell Westbrook and Thabo Sefolosha each had 28 points for the Thunder.