The Pelicans made it look easy early.

Stephen Curry made it look easy when it counted, breaking the hearts of the Pelicans’ fans who watched their team collapse in the first playoff game in New Orleans in four years.

Curry drained a 3-pointer with 2 seconds left to force overtime, and the Pelicans suffered a jaw-dropping 123-119 loss in Game 3 of the Western Conference first round series at Smoothie King Center.

“You can’t sugar coat it,” Pelicans coach Monty Williams said. “We all feel like dirt right now, so obviously you want to build them up, but there is nothing that can build you up in a situation like that.”

The Pelicans now trail the series 3-0 and must win at home on Saturday at 7 p.m. to keep their season alive.

No team in NBA history has ever come back to win a series after falling into a 3-game hole.

The Pelicans led by 20 points, 89-69, headed into the fourth quarter in a game they controlled through three quarters. They led 103-88 with 4:53 left in the fourth quarter but got outscored 20-5 to close out the quarter.

“This is a tough one to swallow,” Pelicans forward Anthony Davis said.

Curry, who could be named the league MVP any day now, finished with 40 points. None was bigger than his shot from the corner to force overtime. He missed a 3-pointer seconds earlier, but teammate Marreese Speights got the rebound (one of 10 offensive boards in the quarter), and passed it back to Curry for a do over.

This time he drained it.

If the play had gone the way Curry thought it should have, it could’ve been the game-winner. He thought he was fouled by Davis and Tyreke Evans, which would have set up a possible 4-point play.

“I knew I had a few seconds to get the shot off and thankfully I got it off before those two guys clobbered me,” Curry said. “I was able knock it down. We had all the momentum at that point, and it was just a matter of finishing the game.”

If things had gone the way Williams wanted, Curry would have never got a chance to shoot the game-tying 3-pointer.

“Like I said, we didn’t execute the game plan,” Williams said. “We were supposed to foul. We’ve had that to happen to us a couple times, and we shouldn’t have even had that shot take place. We just didn’t execute in the fourth. That was the game for us. We had it in our hands and second-chance points really hurt us.”

Curry finished with seven 3-pointers and Klay Thompson knocked down six in a game that saw the Warriors outscore the Pelicans 39-19 in the final quarter .

“We have something special with our team,” Golden State coach Steve Kerr said. “We played an unbelievable final 17 minutes … They kicked our butts for three quarters.”

Curry and Thompson, dubbed the Splash Brothers, combined for 68 points in the game.

“His confidence level is off the chart,” Kerr said of Curry. “He’s fearless and he wants the big shots. That’s why he’s Steph Curry.”

It was the seventh straight win for Golden State, whose last loss came against the Pelicans in the same building on April 7.

Early on, it looked like the Pelicans would snap the streak of the NBA’s best team.

Davis finished with 29 points, 15 rebounds and three blocks. He had a chance to perhaps seal it with 9.6 seconds left in regulation, but missed one of two free throws that could have put the Pelicans up by four before Curry’s big shot. He also missed a short jumper with 7.7 seconds left in overtime that would have tied it.

Early on, it didn’t seem like any of those shots would have been needed.

It was a Davis dunk late in the first quarter that seemed like it may propel the Pelicans to their first playoff win since beating the Lakers in 2011.

Davis’ slam, which came off a Norris Cole miss, ignited a 19-0 run. .

Evans followed with a slam of his own, and the Warriors couldn’t stop the bleeding until a dunk by Draymond Green.

By that time, the Pelicans had built a 39-27 lead.

The first-half run was one of several by the Pelicans.

Ryan Anderson had his own 9-0 run in the second quarter, and the Pelicans outscored the Warriors 10-0 during a stretch in the third.

Anderson scored nine straight points for the Pelicans during a 3-minute second-quarter stretch, scoring more than he had scored in the previous two games when he totaled just seven.

Anderson was just getting started.

He finished with 26 points, including another flurry in the fourth quarter when he buried back-to-back baseline jumpers, making it look as effortless as Curry often does.

Tyreke Evans had 19 and Norris Cole had 16. Jrue Holiday, who missed Game 2, had 10.

But it still wasn’t enough. And now the Pelicans find themselves in a do-or-die Game 4 on Saturday.

“We have done a lot of good this year,” Williams said. “We can’t let a moment like that destroy us. We are down 0-3, and now it’s a must-win. We had it and let it go. We just didn’t execute in the fourth quarter.”