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Shai Gilgeous-Alexander scored the winning points deep into a second overtime period as the Oklahoma City Thunder opened their championship campaign with a 125-124 win over the Houston Rockets.

Last season's MVP scored 35 points, featuring two clutch free throws 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 personal-best five three-pointers.

But the Thunder's rookie, who added 28 points, was instrumental together with the game's hero.

"Grit and defence," Gilgeous-Alexander commented of their showing. "We know that when we do it on defence we give ourselves a chance no matter what's going on—makes, missed attempts, good luck or bad luck. We did enough defensive work to get the win. We're pretty rusty, but it's a good start."

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

Oklahoma City defeated the Indiana Pacers in the previous season's best-of-seven NBA Finals. It was their maiden championship 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 early revenge on this Friday when they face the Thunder, while the Houston are back on court on the same day at the Detroit Pistons.

In other action, a massive effort of 43 points, 12 boards and nine assists from the Slovenian star was not enough to prevent his current team the Los Angeles Lakers from falling to a 119-109 defeat against the Golden State Warriors.

Miami's star scored 31 points and Stephen Curry chipped in 23 for the visiting Warriors.

The Lakers were without the NBA's all-time leading scorer James as he is recovering from sciatica.