Bernard King scored six of his 30 points in overtime and Darrell Walker contributed two key steals for New York against visiting Utah.
King's second of three baskets in the five-minute extra period gave the Knicks the lead for good at 113-111 with 2:57 remaining. Utah trailed, 117-115, and had a chance to tie before Walker stole the ball and scored the final points of the game with 21 seconds to go.
The Jazz, which got 35 points from Darrell Griffith and 30 from Adrian Dantley, had 10-point leads seven times in the second and third quarters and went ahead, 86-78, on a basket by Dantley with 11:14 left in regulation.
But New York had a 17-0 surge early in the fourth quarter, and two steals that led to baskets by Rory Sparrow and Louis Orr in the final eight seconds of regulation gave the Knicks the lead.
Rickey Green made two free throws with two seconds to go to force overtime.
The steal that led to Sparrow's basket was by Walker, and Orr's breakaway was set up when an errant in-bounds pass was intercepted by King.
Utah's Mark Eaton blocked eight shots to set a Madison Square Garden record and has 24 in three games.