Curry was picked first by Giannis Antetokounmpo and will line up against his Golden State Warriors team-mates on February 17.
James selected Durant with the first pick for the second year in a row, and many believe he has the better team, as he will also have James Harden, Kyrie Irving and Kawhi Leonard on his side.
But Curry is refusing to be intimidated by the star-filled line-up, and insisted that he is relishing being the underdog.
The three-time NBA champion will team up with Antetokounmpo, Paul George, Joel Embiid and Kemba Walker in Charlotte.
Speaking to reporters after the Warriors win over the Phoenix Suns, Curry issued a challenge to team LeBron.
“They’re measuring the teams up and giving them the crown already,” he said.
“So I like that we’re sort of like the underdogs.”
Curry is a Charlotte native, and said he was looking forward to going back to his home town and playing alongside Charlotte Hornets star Kemba Walker.
“It’ll be cool with me and Kemba, him being a Hornet and me coming back to Charlotte starting on the back court together,” he continued.
“It should be fun, hopefully the game itself will be as entertaining as it was last year.”
The star was then asked about playing against Thompson and Durant, and he admitted it will be similar to a practice game for him.
“It’ll be like training camp and practice when you’re on the second team every once in a while,” he said.
“It’ll be fun, I’ll probably have to guard them at some point, but hopefully I know their moves and can have them figured out.”
Thompson also spoke about how excited he was to play against his team-mate.
“Yeah, it’ll be fun,” he said.
“I know his moves, but at the same time he’s really good at what he does, so it’ll be hard to stop him.”