Curry, who on Friday had seen the end of his incredible 157-game streak with at least one three-pointer in a defeat to the Los Angeles Lakers, finished with 46 points after a virtuoso display.
The reigning NBA MVP's 13 threes broke the previous record of 12 he had shared with Kobe Bryant and Donyell Marshall.
"That's a pretty cool record to have," Curry said after the win. "It probably won't last too long, the way guys shoot in this league. But to have the three point record is pretty special."
Curry, who made zero of 10 three-point attempts in his last outing against the Lakers, said he had not dwelt on his setback last week, the first time in two years he had not drained a three.
"I wasn't even thinking about the 0 for 10 tonight," he said. "I was thinking about it a bit in practice for the last two days, but after that it was over. It was nice to keep shooting. And thankfully they went in."
Curry paid tribute to the work of his team-mates in helping to set him into position for his three-point bonanza, especially his 13th and final effort in the fourth quarter.
"The guys set great screens all night. And on that last play they had the IQ to know where I was. Pretty fun night," he added.
The win saw the Warriors improve to five and two while the Pelicans slumped to 0-7 despite another big points haul from Anthony Davis, who finished with 33. Davis has averaged 30 points per game so far this season.
Curry nailed three three-pointers in a 27-5 scoring run in the second quarter which transformed a 35-34 deficit into a 61-40 lead shortly before half-time.
However a 24-9 surge by the Pelicans in the third quarter, which included nine points from Davis, helped New Orleans back into the contest.
Once again, though, Curry intervened to turn the tide, hitting his ninth and 10th threes of the night to help the Warriors into an 84-78 lead.
The Pelicans closed to within two early in the fourth but Curry was not to be denied. He buried his 11th, 12th and record-breaking 13th three pointers on consecutive possessions to turn a five-point game into a 109-97 lead with 2:23 on the clock.
Curry finished with figures of 13 of 17 from three-point distance; the 40-point tally was the 23rd of his career.
Klay Thompson added 24 points while Kevin Durant chipped in 22.