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Shai Gilgeous-Alexander delivered the game-winning points deep into double overtime as the Oklahoma City Thunder opened their championship campaign with a narrow victory over the visiting Rockets.

Last season's MVP poured in 35 points, featuring two from the free-throw line with just 2.3 seconds left in double OT, giving the champions a positive start.

The Rockets' big man led all scorers with a game-high 39 and also connected on a personal-best five three-pointers.

But Chet Holmgren, who contributed 28 points, 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 chance no matter what's going on—shots, misses, good luck or bad luck. We did sufficient defence to secure the victory. We're pretty rusty, but it's a positive beginning."

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

The Thunder defeated the Pacers in last season's championship series. It was their maiden championship since the franchise moved in 2008 to Oklahoma City from Seattle, who had won the 1979 title.

Indiana will have the opportunity to secure some payback on Friday when they face Oklahoma, while the Houston return to action on the identical day at the Detroit Pistons.

In other action, a huge effort of 43 points, 12 rebounds and nine dimes from the Slovenian star was not enough to stop his current team the Los Angeles Lakers from falling to a 119-109 defeat against the Warriors.

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

Los Angeles were without the league's top scorer James as he recovers from a back issue.