The Warriors started hot with the Mavericks struggling from three-point range as the hosts looked to get back into the series.
Mavs superstar Luka Doncic ended the first quarter with a crazy buzzer beater with his side going into the second down three points.
The second was another close quarter, with Dallas winning 25-23 to go into the half down one. Curry kept up his momentum as he drained some big shots.
Golden State came up big in the third quarter as they continued to dominate Dallas on the boards, especially on the offensive end. Jordan Poole only had 10 points off the bench on Sunday night but drained a deep three to help his side, with Andrew Wiggins slamming down one of the dunks of the year on Doncic.
The Warriors didn't let their hosts get back into things by consistently making baskets, assists and grabbing rebounds at a better rate than the Mavericks.
Curry and co take a 3-0 lead in the series and history is on their side. No side has ever lost in the NBA Playoffs after leading 3-0 (146-0).
Doncic dropped 40 points as the Slovenian did his best to carry his side, but was let down by the majority of his teammates, with Spencer Dinwiddie chipping in with 26 and Jalen Brunson dropping 20.
Unfortunately for Jason Kidd, Reggie Bullock had 0 in 40 minutes, Dorian Finney-Smith had 9 in 42 mins and Max Kleber struggled from three as he failed to score a point in 24 minutes on the floor.
The Warriors starting five all contributed. Wiggins had 27 and 11r, Klay Thompson 19, Curry 31 and Draymond Green scored 10 whilst contributing with two steals and a block.
Dallas really struggled on the night, making 13 of their 45 shots from deep, shooting 40 per cent from the floor altogether.
"That was impressive, I'm not going to lie," Doncic said of Wiggins' dunk. "I saw the video again, and I was like, ooh. That was pretty incredible. I wish I had those bunnies."
"If you can come in and play good basketball, you can essentially put a team away tonight," Warriors forward Green said. "Now this team isn't going to quit ... but you can instill a lot of doubt with coming out and winning this game. And we knew that.
"Being one win away from the Finals means absolutely nothing," Green said. "It means you have to win one more game, and we have to make sure we come in with an even better focus than we did tonight, which was incredible. Closeout games are always the toughest. We have to come out and win the game; they are not going to give it to us."
Green continued the praise on Wiggins, saying: "That's a guy who has been criticized for being lackadaisical and the beat goes on, you've heard it all, yet on the biggest stage, he's come through. It's great to see, absolutely amazing to see him pick up his level of play."
Warriors coach Steve Kerr said: "Steph was brilliant tonight. His conditioning level is amazing… It's remarkable to watch him play.
"You don't win in the playoffs without guys like (Andrew) Wiggs. Wiggs, it's been a brilliant year for him and it's continued in the postseason.
"It was an amazing dunk… I was surprised at the call but glad we had the challenge left."
Mavericks coach Jason Kidd said: Jason Kidd: "This is just the beginning of our journey. It's cool to go through this. This isn't the end, this is just the beginning."