He kept shooting, and eventually hit the shot that put the Bulls on top for good.
Markkanen scored a season-high 33 points, Dunn shook off a nightmarish shooting night to make the tiebreaking basket in the second overtime, and Chicago beat the New York Knicks 122-119 on Wednesday night.
"It was a hard-fought win," Markkanen said. "We could have ended it a little bit earlier, but (that's) just how we won."
Dunn had missed 14 of his first 17 shots before banking in a runner with just under a minute left in the second extra period and Markkanen finished it off by making two free throws with 6.8 seconds remaining.
The rookie added 10 rebounds.
"For Lauri to come in on the big stage, the World's Most Famous Arena, and hit eight 3s and play against arguably the best power forward in the league in Porzingis, play 46 minutes and hit those big free throws late, just tells you everything you need to know," coach Fred Hoiberg said.
Robin Lopez and Denzel Valentine each scored 20 points for the Bulls in their third narrow victory over the Knicks this season. Markkanen was 8 of 15 behind the arc though his highlight play was at the rim, when he threw down a dunk over Knicks center Enes Kanter .
"I damn near passed out when he dunked that one," Hoiberg said.
"When he took that full court and just cocked it back, I was speechless. I got chills. It was crazy."
Michael Beasley 26 points and 12 rebounds off the bench for the Knicks, who lost for the eighth time in 10 games. Kristaps Porzingis finished with 24 points, including a dunk at the buzzer to force the second OT.
We had opportunities. We didn't get stops at crucial times," Knicks coach Jeff Hornacek said.
Lopez then had the first two baskets of the second OT, and after the Knicks got the next two, Dunn made his shot to make it 118-116. He'd had plenty of easier looks that didn't fall, but his teammates and coaches told him to keep shooting.
"The mid-range, that's my shot, and I kept getting to my spots," Dunn said. "I liked the shot and it wasn't falling, and the fact that the sky floater goes in is just like, all right, if that's going to go in, then we're going to have to accept it."
Jarrett Jack had 16 points, 10 rebounds and 10 assists for his first triple-double in six years, but threw away a pass after coming up with a steal with the Knicks down two late in the second OT.
Bulls: Nikola Mirotic missed his second straight game with an illness. ... Chicago ended a four-game losing streak in New York.
Knicks: Beasley was back after missing a game with a sprained left ankle. ... The Knicks unveiled their City Edition alternate uniform, which is a tribute to firefighters and their families . The uniform they will debut against Brooklyn on Jan. 30 is dark blue in a nod to the firefighters' dress uniforms, and the shorts feature the logo of the Uniformed Firefighters Association.
ZACH'S ALMOST BACK
Zach LaVine is scheduled to make his Bulls debut Saturday against Detroit after recovering from left ACL surgery. LaVine, acquired in the trade for Jimmy Butler, hoped to play in this game, but neither the Bulls nor their G League affiliate had enough practice days between games to get him ready enough.
"For him to come play in this game, really he would have only had one practice in the last five days," Hoiberg said.
LaVine will practice with the Bulls on Thursday and Friday. Hoiberg said he has been working with the first and second unit.
Tim Hardaway Jr. took part in a full practice this week and will do so again Thursday as he nears his return from a stress injury to his lower left leg. Hardaway last played Nov. 29 and Hornacek said he would slowly increase his workload when he returns to game action -- though Hornacek wasn't sure when that would be.
"Tim's itching to go. That's his nature, his mentality," Hornacek said. "But we do have to listen to doctors. We've got to be careful with it and that's why he's been going through this gradual buildup."
MOMS' NIGHT OUT
A number of Bulls players had their mothers watching from the Madison Square Garden seats. The organization held its first "mom's trip" and hosted 11 moms seated together in section 117.
Bulls: Host Detroit on Saturday.
Knicks: Visit Minnesota on Friday.
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Knicks fall to Bulls in 2OT
The Bulls have now won all three matchups against the Knicks this season after Wednesday night's 122-119 double overtime victory at Madison Square Garden.