Alexander-Walker scored 37 points and made five 3-pointers in the 111-106 loss on Wednesday at Staples Center in Los Angeles. Leonard scored 28 points and had nine assists and six rebounds. George chipped in 27 points with six assists and six rebounds.
"It just comes down to us putting the game away when we need to," George told reporters. "There is so much to take away and learn from these games."
Alexander-Walker had nine points in the first quarter, which was tied at 28-28 after 12 minutes. George responded with 13 points in the second frame to help the Clippers take a 61-43 lead at halftime.
Alexander-Walker poured in another 15 points in the third quarter, but the Pelicans still trailed 83-71. The Pelicans cut the deficit to four points down the stretch, but could not complete the rally and took their sixth loss of the season.
Leonard scored 12 points over the final 12 minutes. Alexander-Walker had 11 points in the fourth frame.
Alexander-Walker made 15 of his 23 shot attempts in the loss. He also had eight rebounds during his career-best performance.
"It was a fun game," Alexander-Walker said. "I give credit to God and the people I work with. My teammates and everyone around me made it a lot easier.
Serge Ibaka scored 12 points for the Clippers. Patrick Beverley had 10 points and six rebounds in the win.