Lillard finished with 29 overall for the Blazers, who were leading 101-93 midway through the fourth but squandered the advantage as the Pelicans went on a 10-0 run.
Lillard's 3-pointer gave Portland the lead again at 106-105.
Evans then came through with a layup with 20 seconds left, pulling the Pelicans to within 108-107, but Nicolas Batum clinched the victory on a pair of free throws with 12.4 seconds left.
Wesley and LaMarcus Aldridge finished with 18 points apiece.
Batum provided 11 points, eight rebounds and seven assists for Portland, which improved to 11-2 at home.
Evans and Anthony Davis each scored 21 for New Orleans.