Westbrook finished with 33 points and his 3-pointer with 35 seconds remaining gave the Thunder a seven-point lead.
Dallas tied it at 85-85 with 2:28 to play on a basket by Shawn Marion, but faltered down the stretch to lose for the second time in eight games.
The Mavericks led by eight after one period, and then scored a mere 34 points during the second half.
Kevin Durant had 23 points and 13 rebounds for Oklahoma City, which has the fewest number of losses (four) in the NBA this season.
Oklahoma City has won two of the three meetings between the teams this season, one of the victories coming on a buzzer-beating 3-pointer by Durant.