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Shai Gilgeous-Alexander delivered the winning baskets deep into double overtime as the Oklahoma City Thunder opened their championship campaign with a 125-124 win over the visiting Rockets.

Last season's MVP scored 35 points, including two clutch free throws with just 2.3 seconds remaining in double OT, securing the titleholders a winning beginning.

Houston's Alperun Sengun top-scored with 39 points and also hit a personal-best five three-pointers.

But Chet Holmgren, who contributed 28 points of his own, played a major role together with the game's hero.

"Grit and defense," Gilgeous-Alexander said of their performance. "We know that when we do it on defence we give ourselves a chance no matter what's going on—makes, misses, fortune or misfortune. We did enough defence to secure the victory. We're pretty rusty, but it's a positive beginning."

Before the tip-off, the team's championship banner was raised at their arena, while the squad were presented with their title rings.

The Thunder beat the Indiana Pacers in the previous season's championship series. It was their first title since the team relocated in 2008 to OKC from Seattle, who had claimed the 1979 title.

Indiana will have the opportunity to get some payback on this Friday when they face Oklahoma, while the Rockets are back on court on the same day at the Detroit Pistons.

In other action, a massive performance of 43 points, 12 boards and nine dimes from the Slovenian star was insufficient to prevent his current team the Lakers from falling to a 119-109 loss against the Warriors.

Miami's star scored 31 points and Golden State's sharpshooter added 23 points for the visiting Warriors.

The Lakers were without the league's top scorer James as he recovers from sciatica.