The Denver Nuggets absorbed a painful defeat to the Oklahoma City Thunder, 129-126, at Paycom Center on Monday, with Shai Gilgeous-Alexander delivering the killer blow with his game-winning three-pointer.

The Nuggets have now dropped all three of their games against the Thunder this season.

Gilgeous-Alexander had another MVP-type performance with 35 points, nine rebounds, 15 assists, one steal, and one block. He had no turnovers.

Christian Braun, who was tasked with guarding SGA, admitted that he did not do his job well, as reported by The Denver Post's Bennett Durando.

“He busted my a** tonight. That last game, I knew I played well and got a block in a big moment. Tonight, he made the shot in a big moment. He made a couple of them. I know that I’m gonna play him again. I’m gonna play him in the playoffs,” said Braun.

Durando added that the 24-year-old guard told his teammates that he was to blame for their tough loss.

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“When I do a good job on him (Gilgeous-Alexander) like (the last game), we have a really good chance to win those games. But tonight, I wasn't good enough. He goes 14 for 21. Anytime he's that efficient, they're gonna have a better chance to win,” added Braun.

The Thunder beat the Nuggets in overtime, 127-121, last month. SGA scored 36 points on 12-of-29 shooting, including 0-of-3 from beyond the arc. It was his first game back from an extended layoff due to an abdominal strain.

Braun played 38 minutes on Monday, the second-most on the Nuggets behind Nikola Jokic's 40 minutes. Focusing mostly on defense, he only scored four points in six attempts. He added nine rebounds, two assists, two steals, and one block.

The Nuggets will face the Houston Rockets on Wednesday.