Curry returned after missing two games with a sprained right ankle only to suffer a right knee sprain late in the second quarter.
His team responded in the right way as they went on to beat the Rockets 121-94, but there will be much concern ahead of an MRI examination on the injury on Monday.
Klay Thompson led the Warriors with 23 points while Andre Iguodala brought 22 points off the bench. Curry had six points and five assists before his night was cut short.
The win puts Golden State 3-1 up in the best-of-seven series.
Meanwhile, the San Antonio Spurs and Cleveland Cavaliers completed series sweeps.
The Spurs booked their ticket to the Western Conference semi-finals as they beat the Memphis Grizzlies 116-95 to complete the 4-0 sweep.
Kawhi Leonard scored 21 points while LaMarcus Aldridge had 15 points and 10 rebounds for the Spurs, who completed the ninth post-season series sweep in franchise history.
The Cavaliers went through after holding on for a 100-98 victory over the Detroit Pistons in Auburn Hills.
Kyrie Irving scored 20 of his 31 points in the second half, while LeBron James chipped in with 22 points.
The game went to the wire though, with Cleveland escaping when Reggie Jackson's shot at the buzzer missed.
The Boston Celtics won an overtime thriller to level their series with the Atlanta Hawks at 2-2.
Isaiah Thomas had 28 points to lead the Celtics to a 104-95 win over the Hawks, who wasted a mammoth haul of 45 points and 13 rebounds from Paul Millsap.