I 2011-12 sæsonen vandt Harden [[NBA Sixth Man of the Year|Sixth Man of the Year]], hvilke gives til den bedste bænkspiller fra den foregående sæson.<ref>[https://www.cbc.ca/sports/basketball/nba/thunder-s-james-harden-wins-nba-6th-man-award-1.1137323 "Thunder's James Harden wins NBA 6th man award"] CBC Sport. 10. maj 2012. Hentet 9. august 2021.</ref> Harden dannede sammen med [[Russell Westbrook]] og [[Kevin Durant]] en af de bedste unge trioer i ligaen hos Thunder. Thunder nåede til NBA finalen i 2011-12 sæsonen, men tabte til [[Miami Heat]].<ref>[https://www.basketball-reference.com/playoffs/2012-nba-finals-heat-vs-thunder.html "2012 NBA Finals Heat vs. Thunder"'] Basketball Reference. Hentet 9. august 2021.</ref> Efter sæsonen skulle Harden have en ny kontrakt, men Thunder nægtede at give Harden en makskontrakt, som Harden ønskede, fordi at Thunder ville gå over lønningsloftet, og dermed skulle de betale en extra skat til ligaen for at gå over lønningsloftet.<ref>Manfred, Tony. (29. oktober 2012) [https://www.businessinsider.com/why-the-oklahoma-city-thunder-traded-james-harden-2012-10?r=US&IR=T "There's A Logical Reason Why The Oklahoma City Thunder Traded James Harden For Almost Nothing"] Business Insider. Hentet 9. august 2021.</ref> Thunder traded derfor Harden til [[Houston Rockets]].<ref>[https://www.espn.com/nba/story/_/id/8562868/oklahoma-city-thunder-trade-james-harden-houston-rockets "James Harden traded to Rockets"] ESPN. 28. oktober 2012. Hentet 9. august 2021.</ref>
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