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Shai Gilgeous-Alexander scored the winning baskets late in a second overtime period as the Oklahoma City Thunder opened their championship campaign with a 125-124 win over the visiting Rockets.

The reigning MVP scored 35 points, including two clutch free throws with just mere seconds remaining in double OT, giving the titleholders a winning beginning.

The Rockets' big man top-scored with a game-high 39 and also hit a career-high five three-pointers.

But the Thunder's rookie, who added 28 points of his own, was instrumental together with the game's hero.

"Grit and defence," Gilgeous-Alexander commented of their performance. "We know that when we execute on defence we give ourselves a chance no matter what's going on—shots, misses, fortune or misfortune. We did sufficient defensive work to secure the victory. We're still shaking off rust, but it's a good start."

Prior to the game, Oklahoma's championship banner was unveiled at their arena, while the squad were awarded their title rings.

Oklahoma City beat the Indiana Pacers in the previous season's championship series. It was their maiden championship since the team relocated in 2008 to Oklahoma City from Seattle, who had claimed the 1979 crown.

The Pacers will have the opportunity to secure some payback on this Friday when they face Oklahoma, while the Houston are back on court on the same day at the Pistons.

Elsewhere, a huge performance of 43 points, 12 rebounds and nine assists from the Slovenian star was insufficient to stop his new team the Los Angeles Lakers from suffering a 119-109 defeat against the Golden State Warriors.

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

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