An Instagram post by his wife Ayesha shows the Dubs star and their daughter Riley in the car. Their other daughter Ryan was also in the car, but not pictured.
Golden State is now down 3-1 against the Thunder.
ABC7 News was at the Warriors training facility on Wednesday as only a few players worked out.
Coach Steve Kerr says the rest of the team was recovering physically and dismissed reports that Curry's injuries have him playing at 70 percent.
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"Is he bothered a little bit? Perhaps. By the layoff. I mean he went three weeks without basically playing a game. So he may not be quite where he needs to be. But it's not an injury," said Kerr.
Only four percent of teams have overcome a 3-1 deficit.
But Kerr doesn't think any of those were the defending champs with possibly two more games at home.
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