The Pacers' star, who suffered a right leg injury in Game 5 of the series, once again struggled as Indiana slipped to a defeat that leaves the Thunder one win away from clinching the series.
Haliburton discussed sitting out the remainder of the game with head coach Rick Carlisle at halftime but eventually returned after the break.
"It's the Finals, man. I've worked my whole life to be here and I want to be out there to compete, help my teammates any way I can," Haliburton said.
"I was not great tonight by any means, but it's not really a thought of mine to not play here.
"If I can walk, then I want to play. It is what it is. Got to be ready to go for game six."
Haliburton said the Pacers would only be thinking about winning Game 6 when the series returns to Indianapolis on Thursday.
"The thought is if you lose, the season is over. So our backs are against the wall," Haliburton said.
"We've got to take this a day at a time. Our backs are against the wall. You have to look at game six like it's a game seven.
"We've got to go in and take care of business, just approach the game the right way."
Pacers teammate Pascal Siakam backed Haliburton to fight through the pain barrier.
"He's a fighter. He's been our rock all year," Siakam said of Haliburton.
"He's a big reason why we're here. I don't know exactly what's wrong, but I know he's fighting and he's going to give us everything he's got.
"We are a hundred per cent behind him."