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Shai Gilgeous-Alexander delivered the game-winning baskets late in double overtime as the Oklahoma City Thunder opened their championship campaign with a narrow win over the Houston Rockets.

The reigning MVP poured in 35 points, featuring two from the free-throw line with just 2.3 seconds remaining in double OT, securing the champions a positive start.

Houston's Alperun Sengun led all scorers with a game-high 39 and also connected on a personal-best five three-pointers.

But the Thunder's rookie, who added 28 points of his own, played a major role alongside match-winner Gilgeous-Alexander.

"Determination and defence," Gilgeous-Alexander commented of their showing. "We know that when we do it defensively we give ourselves a chance no matter what's going on—makes, missed attempts, fortune or misfortune. We did enough defence to get the win. We're still shaking off rust, but it's a positive beginning."

Prior to the game, the team's championship banner was raised at their home court, while the players were presented with their championship rings.

The Thunder defeated the Indiana Pacers in last season's championship series. It was their maiden championship since the team moved in 2008 to OKC from Seattle, who had claimed the 1979 crown.

The Pacers will have the opportunity to secure some early revenge on Friday when they host the Thunder, while the Houston return to action on the identical day at the Pistons.

Elsewhere, a huge effort 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 loss against the Golden State Warriors.

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

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