BEIJING—James Harden is having one of the best seasons in NBA history. But when Yang Liangdong wants to watch Harden and the Houston Rockets play, he has to find a shady corner of the Chinese internet.

Yang posted his WeChat contact information in an online forum for Rockets fans to join a group with roughly 150 members who have resorted to sharing links to watch illicit English-language broadcasts of Rockets games.

“I...