The Warriors (19-6) trailed by as many as 21 points late in the second quarter and by 20 at halftime. The comeback was their second best of the season. They overcame a 24-point deficit against the Philadelphia 76ers on Nov. 18.
The Warriors, who have beaten New Orleans in 20 of the past 21 meetings, outscored the Pelicans 76-46 in the second half after trailing 69-49 at the half.
New Orleans (12-12) was led by Jrue Holiday's season-high 34 points and E'Twaun Moore's career-high 28 points.
Thompson scored 22 points and Kevin Durant and Draymond Green added 19 each for Golden State.
Durant and Pelicans center DeMarcus Cousins were ejected with 1:14 left for a shouting match with each other. Curry limped off the court with a minute to go.
Thompson exploded for nine points in the first 4:07 of the fourth quarter, including a pair of 3-pointers, the give Golden State a 100-98 lead.
The Warriors nearly erased their entire halftime deficit in the third quarter, outscoring New Orleans 39-22 to trail just 91-88 entering the fourth quarter. Curry had 15 points in the period.
With Cousins committing three fouls in the first 18 minutes, Holiday took over the scoring load and led all scorers in the first half with 23 points on 9-of-11 shooting. He made a pair of 3-pointers and a layup during a 20-6 run that pushed the Pelicans' lead to 59-47.
The Pelicans had 20 assists on 27 made baskets in the first half and shot 58.7 in the first two periods (27 of 46). Rajon Rondo also added a pair of wide-open 3-pointers just before halftime and had 10 assists in the half, 11 overall.
NOTES: Pelicans F Anthony Davis, still experiencing sharp pain from a left adductor strain, missed his second consecutive game. New Orleans coach Alvin Gentry said the good news about the injury Davis sustained at Utah is that it is not more serious. "The fact that's he's day-to-day is great," Gentry said. ... Warriors C Zaza Pachulia did not play because of a sore left shoulder. ... Golden State coach Steve Kerr called the one-game suspension of G Shaun Livingston and the one-week suspension of referee Courtney Kirkland fair for their roles in a head-butting incident Sunday in the Warriors' 123-95 road victory over Miami. "I thought the league handled it well," Kerr said. "I think it was the right decision, and we move on. ... It seemed pretty obvious that there was some contact, and both the official and the player were part of it and they are both being reprimanded."