The Knicks trailed by 10 points with less than eight minutes left before Brunson scored 10 unanswered points to tie the game at 83-83.
He scored with just over a minute remaining to put the Knicks 90-88 up, and Josh Hart and OG Anunoby free throws extended the lead to four points.
Although Victor Wembanyana missed a three-pointer for the Spurs, Stephon Castle’s dunk brought them back to 92-90 with 16 seconds remaining.
A free throw from Mikal Bridges and Anunoby either side of Dylan Harper’s two missed attempts for the Spurs sealed a memorable victory for the Knicks.
Bridges and Hart – Brunson’s team-mates from Villanova University – scored a combined 27 points, with Bridges contributing 14 and Hart 13 points and 11 rebounds.
Harper finished with 25 points off the bench for the Spurs, while Wembanyama registered 19 points, 14 rebounds and five blocks.
The Spurs became the first team to lead five finals games by at least 10 points in the first quarter.
“We weren’t ready. I wasn’t ready to win a ring – that’s clear,” Wembanyana said.
“We’re not lacking in talent or ability, but we make too many mistakes. I make too many mistakes.”
Wembanyana, the NBA’s defensive player of the year, conceded a turnover and a foul on Brunson in the final 10 seconds of game two as the Knicks snatched a 105-104 victory, although his 32 points helped the Spurs win game three 115-111.
“This is the biggest lesson of my life – the biggest learning moment,” he said.
“It’s painful but I’m not running away from that. I’m using it to fuel me. I’m not satisfied with not winning.
“As a team, there’s no better experience than what we just lived.”
