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

The reigning MVP poured in 35 points, including two clutch free throws with just 2.3 seconds remaining in double OT, securing the champions a winning beginning.

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

But the Thunder's rookie, 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 defensively we give ourselves a opportunity no matter what's going on—shots, misses, fortune or misfortune. We did sufficient defence to get the win. We're pretty rusty, but it's a positive beginning."

Before the tip-off, Oklahoma's title banner was raised at their home court, while the players were awarded 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 claimed the 1979 title.

Indiana will have the opportunity to secure some payback on Friday when they face the Thunder, while the Rockets are back on court on the same 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 current team the Lakers from suffering a 119-109 loss against the Golden State Warriors.

Miami's star scored 31 points and Stephen Curry 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.