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Shai Gilgeous-Alexander delivered the winning points late in a second overtime period as the Oklahoma City Thunder started their championship campaign with a 125-124 victory over the Houston Rockets.

Last season's MVP scored a team-high 35 points, featuring two from the free-throw line with just mere seconds remaining in double OT, giving the titleholders a winning beginning.

The Rockets' big man led all scorers with a game-high 39 and also hit a career-high five three-pointers.

But the Thunder's rookie, who contributed 28 points of his own, played a major role alongside the game's hero.

"Determination and defense," SGA said of their showing. "We know that when we do it on defence we give ourselves a opportunity no matter what's going on—shots, misses, fortune or misfortune. We did enough defence to get the win. We're pretty rusty, but it's a good start."

Before the game, Oklahoma's championship banner was unveiled at their arena, while the players were presented with their championship rings.

The Thunder defeated the Indiana Pacers in the previous season's championship series. It was their first title since the team relocated in 2008 to Oklahoma City from Seattle, who had won the 1979 crown.

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 identical day at the Detroit Pistons.

Elsewhere, a massive performance of 43 points, 12 boards and nine dimes from the Slovenian star was insufficient to stop his new team the Los Angeles Lakers from suffering a 119-109 defeat against the Golden State Warriors.

Miami's star picked up 31 points and Golden State's sharpshooter added 23 points for the road team.

Los Angeles were without the NBA's all-time leading scorer LeBron James as he recovers from a back issue.