The Warriors held the lead for most of the first quarter, but a Nikola Vucevic three-point play and a steal and jumper by Glen Davis in the last 1.8 seconds gave the Magic a 28-27 lead at the end of the first quarter.
The end of the second quarter went almost as well for the Magic - Jameer Nelson buried a three-pointer to push the lead to four with just seven seconds left in the quarter.
Orlando shot just 39.2% from the field. but got 51 shots up and went 9-of-10 from the free throw line. Golden State shot 47.5% from the field (19-of-40). Orlando grabbed 26 rebounds to Golden State's 20 and had just four turnovers to Golden State's seven.
Davis and Arron Afflalo each scored 12 points for the Magic while Vucevic poured in 11 points and pulled down nine rebounds.
David Lee had 14 points to lead the Warriors.