Both stars can become free agents at the end of the season, and speculation has been rife about where they will end up.
Whilst neither has come out and said they want to leave the franchise, there has still been talk suggesting that neither will remain at the Warriors next year.
Durant has been heavily linked with a move to the New York Knicks, while Thompson has been tipped to move across to the LA Clippers.
Despite the constant speculation, the Warriors have gone on an incredible run in recent weeks, having won 12 of their last 13 games.
And against the Lakers on Saturday night, they showed no signs of slowing down as they raced to a 115-101 victory.
Thompson led the scoring with 28 points, while Durant was second on 21.
Speaking after the game, Thompson insisted free agency talk doesn’t bother him or his team-mates.
“It’s a part of our business,” he said.
“People love when free agency season comes around, speculating who’s going to go where, how people can shift the dynamics of the NBA.
“It’s good for our sport, it draws in interest.”
“I don’t think so,” Thompson said when asked if it can be a distraction.
“Not very many teams believe they have a chance at a title, but we’re one of them. I think that’s the only thing on our minds.
“We’re all grown men. At the end of the day, whatever we decide to do, we’re all brothers and we’re not going to hold grudges, because it’s a business.”
During the game on Saturday, Lakers fans started chanting “We want Thompson!” in an attempt to persuade the star to make a move in free agency.
And Warriors head coach Steve Kerr joked that he didn’t blame them.
“They should want Klay,” he said in his post-game interview.
“If I were sitting with them, I’d chant the same thing.”
Thompson, however, remained coy on the chants, and insisted he couldn’t make out what was being said.
“I didn’t really hear it,” he said.
“They were way up there.
“It’s part of the business I guess.
“If you look at the bright side, it means you’re wanted.”