The guard scored 33 points as the Portland Trail Blazers took a 2-0 lead in their playoff series against the Oklahoma City Thunder with a 114-94 victory on Tuesday night.
Tense at times with plenty of jawing back-and-forth between the teams, the series now heads to Oklahoma City for Game 3 on Friday.
"I love it, that's what I live for," said McCollum, who missed 10 games late in the regular season because of a knee injury. "Just like playing on the playground."
Damian Lillard added 29 points for the third-seeded Blazers, who opened a playoff series with two wins for the first time since the 2014 playoffs, when they beat Houston in six games.
Russell Westbrook, who had his ninth career postseason triple-double in Oklahoma City's Game 1 loss, finished with 14 points, nine rebounds and 11 assists. He was pulled with 3:31 with most of his fellow starters after Portland built a 112-91 lead.
Westbrook was just 5 of 20 from the field, including 1 for 6 on 3-point attempts. Collectively, the Thunder were 5 of 28 from the perimeter.
Portland's victory in Game 1 snapped a 10-game postseason losing streak that included four-game sweeps in the past two seasons — first by the Warriors and then last year by the Pelicans. Lillard had 30 points in the 104-99 win on Sunday.
Oklahoma City beat the Blazers in all four meetings during the regular season. The Thunder have been to the playoffs for eight of the last nine seasons, but they haven't gotten past the opening round for the past two.
Oklahoma City started with a lot more energy than in Game 1, when it fell behind by 19 points in the first half. When Westbrook hit a 3-pointer in the first quarter, he pounded his chest and the Thunder went on to lead 31-26 at the end of the period.
The Blazers' hopes for postseason success appeared to take a blow last month when center Jusuf Nurkic was lost for the season with a broken left leg. Nurkic was averaging 15.6 points and 10.4 rebounds when he sustained the gruesome injury during a game against the Brooklyn Nets.
