Kevin Durant said his first game alongside James Harden and Kyrie Irving for the Brooklyn Nets "felt perfect" despite a loss to the Cleveland Cavaliers.

Irving returned and the Nets had their 'Big Three' together for the first time following the blockbuster arrival of former MVP Harden, but fell to the Cavs 147-135 after double overtime on Wednesday.

Durant (38 points and 12 rebounds), Irving (37 points) and Harden (21 points, 12 assists and 10 rebounds) combined for 96 points, yet it was Collin Sexton (42 points) who inspired the Cavs.

Despite the loss, Durant – who became the second Net ever to post three straight 30-plus point games – was happy with how the game felt alongside his two superstar team-mates.

"It felt right, it felt perfect, it felt like we belong together," he told a news conference.

"It felt like this journey together is going to be fun. It was tough first start, especially it was an up and down game for us, but I like where we are."

The Nets' loss saw them slip to 9-7 and they sit fifth in the Eastern Conference.

But Durant is looking ahead, with the Nets facing the Cavs again on Friday.

"Obviously we'd love to win the basketball game, that's the most important thing and we're definitely disappointed about that, but we have a long season ahead of us, just keep plugging away," he said.

"I like where we are, I like the comradery that we have and we're building.

"The communication from the coaching staff to the players is at a high level so looking forward to keep building, keep grinding, we've got the same team next game."