Shai Gilgeous-Alexander has scored 39 points and Oklahoma City beat Dallas 118-104 in the second NBA Cup quarter-final.

The Thunder's largest lead was 20 points in a rematch of last season's Western Conference semi-final series that the Mavericks won 4-2.

Jalen Williams scored 18 points and Isaiah Hartenstein added 10 points and 13 rebounds for OKC, who will play Wednesday's Golden State Warriors-Houston Rockets winner on Saturday in Las Vegas.

Earlier, Giannis Antetokounmpo and Damian Lillard combined to lead Milwaukee back to the semis with a 114-109 win over Orlando.

Antetokounmpo dropped 37 points, along with seven rebounds and one assist, while Lillard had nine of his 28 points in the final minute their home quarter-final.

The Bucks reached the last four of the in-season tournament last December and will be the only returning team in Year 2 for some "unfinished business" when they play against the winner of Wednesday's quarter-final between the New York Knicks and Atlanta Hawks.

"Losing is not a good feeling," Antetokounmpo said after Tuesday night's victory.

"But we definitely learned from it."

Lillard tied the game against the Magic at 106-106 with a step-back three-pointer with 52.2 seconds to go.

Jalen Suggs led a short-handed Orlando team with 32 points but missed a potential go-ahead triple with 12 seconds left. Lillard was fouled and sank two free throws with 9.1 seconds remaining and Suggs missed a potential tying three.

Antetokounmpo, who was 15 of 24 from the field and extended his streak to 22 straight games with 20 or more points on 50 per cent shooting, then made two free throws and Milwaukee held on.

"We just stayed connected," Lillard said.

"We kept fighting - and that's a hard thing to do when you're struggling and expected to be winning, and people are talking about your team. It takes a connected group to be able to bounce back and come out of that and get where we've gotten."

In Oklahoma, the hosts led 57-54 at halftime behind 18 points from Gilgeous-Alexander.

He scored 16 points on 7-for-8 shooting in the third quarter to help the Thunder take control. Isaiah Joe's deep three-pointer at the buzzer gave them a 90-73 lead heading into the fourth.

OKC's win, their fourth consecutive, snapped the Mavs' seven-game winning streak.

The Thunder and their collection of elite perimeter defenders held Luka Doncic to 16 points on 5-for-15 shooting.

Naji Marshall and Klay Thompson each scored 19 points and Kyrie Irving added 17 for Dallas.