The 28-year-old point guard tallied 31 points, hitting five three-pointers at Madison Square Garden.
The Warriors had dropped two straight games since losing Kevin Durant to injury and one factor was a lack of production from Curry.
But the reigning two-time NBA Most Valuable Player found his scoring touch on Sunday.
The 28-year-old point guard tallied 31 points, hitting five three-pointers at Madison Square Garden to move ahead of Chauncey Billups for 10th place overall.
"We haven't been playing our best. It was showing as we lost two in a row," said Curry. "Just the way we were playing wasn't great so we wanted to get back to who we are."
Curry and Klay Thompson did just that. They combined for 60 points which marked the 42nd time in their careers they have both scored at least 25 or more points in a game and the seventh time this season.
Derrick Rose scored 28 points and Kristaps Porzingis contributed 24 points and 15 rebounds for the Knicks, who fell to 25-38 on the season.
"For most of the game we were there. We came out ready to play," said Knicks star Carmelo Anthony.
"They hit a couple of threes which opened it up. Two threes from Steph was a big thing. Once they got (the lead) up to seven or eight we just tried to fight from that time."
The Warriors improved to 51-11 and avoided a three-game losing streak.
A pair of free throws from Thompson extended the Warriors' lead to 96-83 with 9:04 to play, but the Knicks put together a 13-1 run shortly after to make it 97-96 with just under six minutes remaining.
An 8-2 surge helped seal the victory for the Warriors giving them a 110-101 lead with 69 seconds remaining.
"Some ups and downs tonight but at the end of the game we were moving the ball, finding the open guy and finished the game strong," Curry said.
The Warriors are in the midst of one of their longest road trips of the season with all five games coming against Eastern Conference opponents.
Golden State travels to Atlanta on Monday and Boston on Wednesday to conclude the swing.