Curry, 33, finished with 16 three-pointers, setting a record for the most in an All-Star quarter (six), half (eight) and game (16) in the process.
The previous record in an All-Star game was nine, set by Paul George in 2016.
Curry, who was two points short of the scoring record set by Anthony Davis in 2017, won the Kobe Bryant Trophy as the All-Star Game's most valuable player.
The All-Star MVP Award was permanently renamed in honour of LA Lakers legend Bryant, an 18-time All-Star, after he and his daughter Gianna were among nine people killed in a helicopter crash in 2020.
LeBron James also played in his 18th All-Star Game to sit one short of Kareem Abdul-Jabbar's record.
The Los Angeles Lakers star made the game-winning shot on Sunday after his team had been set a target winning score of 163 in Cleveland.