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Shai Gilgeous-Alexander scored the game-winning baskets late in double overtime as the Oklahoma City Thunder started their championship campaign with a 125-124 victory over the visiting Rockets.

The reigning MVP scored a team-high 35 points, featuring two from the free-throw line with just 2.3 seconds remaining in double OT, giving the champions a winning beginning.

Houston's Alperun Sengun top-scored with 39 points and also connected on a personal-best five shots from beyond the arc.

But Chet Holmgren, who contributed 28 points, played a major role alongside match-winner Gilgeous-Alexander.

"Grit and defence," Gilgeous-Alexander commented of their performance. "We know that when we do it defensively we give ourselves a opportunity no matter what's going on—makes, misses, good luck or bad luck. We did enough defence to secure the victory. We're still shaking off rust, but it's a good start."

Before the game, the team's championship banner was raised at their home court, while the players were awarded their title rings.

Oklahoma City defeated the Pacers in last 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 chance to get some payback on this Friday when they face the Thunder, while the Houston are back on court on the same day at the Pistons.

Elsewhere, a massive performance of 43 points, 12 rebounds and nine dimes from the Slovenian star was insufficient to prevent his current team the 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.

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