Gilgeous-Alexander, questionable with illness until game time, added six rebounds, six assists and three steals as the defending champion Thunder became only the fifth team in league history to start a season 18-1 or better by outlasting Minnesota 113-105.
"We're just taking it day by day, taking the challenge by the challenge," Gilgeous-Alexander said. "Whatever it is, we find a way to come out on top and I'm impressed by this group's ability to do so."
The Pistons, however, had their victory run ended at Boston, where a missed Cade Cunningham free throw in the final seconds proved pivotal in a 117-114 loss.
Jaylen Brown scored 33 points and grabbed 10 rebounds while Derrick White added a season-high 27 points, 25 in the second half, as Boston improved to 10-8 on the US Thanksgiving holiday eve.
"Really makes a statement," White said. "It's fun. We can enjoy Thanksgiving then we've got another challenge."
At Oklahoma City, Minnesota's Anthony Edwards and Gilgeous-Alexander staged a classic duel, "Ant Man" settling for 31 points in defeat.
Edwards made a three-pointer with 1:00 remaining to lift the Timberwolves within 105-104, but the Thunder's Chet Holmgren made a three-pointer and Gilgeous-Alexander sank three free throws in the dying seconds to secure the triumph.
"We had control of the game early but we knew they were going to fight," Gilgeous-Alexander said. "It just took us making plays at both ends of the floor down the stretch, figuring out a way to come out of here with a W and we did so."
As for his illness, the Canadian looked forward to a holiday revival.
"I'm good. I'm tired," he said. "Tomorrow is Thanksgiving. I'll get a lot of food and fuel in me and I'll be OK."
The NBA-best Thunder (18-1) became only the fifth team in NBA history to open a campaign so well, the first since Golden State began 19-0 in the 2015-16 season.
The Thunder, unbeaten at home, rose to 3-0 in NBA Cup West Group A and can complete a group sweep with a home victory Friday over Phoenix.
All Wednesday games were in the NBA Cup mid-season tournament, which closes group play on Friday.
Toronto has clinched the East Group A crown and the Los Angeles Lakers have taken the West Group B title.
Three group winners and a wildcard team from each conference advance to the knockout stage, which starts on December 9.
Minnesota was eliminated from Cup contention by the loss and a 133-128 Memphis overtime win at New Orleans.
Pistons foiled late
At Boston, Cunningham's game-high 42 points were not enough for Eastern Conference leader Detroit (15-3).
The Pistons missed out on a club-record 14th consecutive victory, instead sharing the 13-game win streak mark with the 1989-90 and 2003-04 squads that won NBA titles.
Two Anfernee Simons free throws gave Boston a 115-112 lead with 6.3 seconds remaining.
Cunningham, the NBA's top fourth-quarter scorer, was fouled just over mid-court and hurled the ball at the basket, referees giving him three free throws and a chance to level the game.
Cunningham made the first two but missed the third as the Boston crowd roared. Boston's Payton Pritchard sank two final free throws and Detroit could not manage a last shot.
Detroit's loss left Orlando alone atop East Group B in the NBA Cup at 3-0 with a showdown for the title coming against the Magic on Friday in Detroit.
Brandon Ingram, who led Toronto with 26 points, sank a jump shot with 0.6 of a second to play to give the Raptors a 97-95 triumph over visiting Indiana, stretching Toronto's win streak to nine games.
The Miami Heat (13-6) boosted their win streak to six games with a 106-103 home victory over Milwaukee (8-11), which suffered a sixth consecutive defeat.
Tyler Herro led Miami with 29 points while Bam Adebayo added 17 points and 11 rebounds.