Jokic and Murray became the first duo to record 30-point triple-doubles, helping Denver rout the Miami Heat 109-94 to take a 2-1 lead in the NBA Finals.
Down by as many as 15 in the first half, the Heat climbed their way back into yet another game by leaning on Gabe Vincent, who scored a team-high 23 points.
Denver won the series 4-1 to advance to the conference semifinals, where it will take on the fourth-seeded Phoenix Suns, who knocked off the LA Clippers in Game 5 on Tuesday night.
With 11 seconds remaining, Nuggets coach Michael Malone gave Murray a curtain call as home fans cheered away the final moments of Wednesday's 122-113 victory over the Minnesota Timberwolves that gave Denver a 2-0 lead in the Western Conference first-round series.
After one of his worst first halves of the season statistically, Gilgeous-Alexander had 25 second-half points and led the Thunder to a 123-118 victory.