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Shai Gilgeous-Alexander delivered the decisive baskets deep into double overtime as the Oklahoma City Thunder started their championship campaign with a 125-124 win over the Houston Rockets.

Last season's MVP scored a team-high 35 points, including two from the free-throw line with just 2.3 seconds left in the second overtime, securing the champions a winning beginning.

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

But the Thunder's rookie, who contributed 28 points of his own, was instrumental alongside match-winner Gilgeous-Alexander.

"Grit and defence," Gilgeous-Alexander 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, good luck or bad luck. We did sufficient defence to get the win. We're pretty rusty, but it's a good start."

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

The Thunder beat the Indiana Pacers in last season's championship series. It was their maiden championship since the franchise relocated in 2008 to OKC from Seattle, who had won the 1979 title.

Indiana will have the opportunity to secure some payback on this Friday when they host Oklahoma, while the Rockets return to action on the identical day at the Pistons.

In other action, a massive effort of 43 points, 12 boards and nine assists from Luka Doncic was not enough to prevent his new team the Lakers from suffering a 119-109 defeat against the Golden State Warriors.

Miami's star picked up 31 points and Stephen Curry added 23 for the road team.

The Lakers were missing the NBA's all-time leading scorer James as he recovers from sciatica.