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

Last season's MVP scored 35 points, including two clutch free throws with just 2.3 seconds left in the second overtime, securing the titleholders a positive start.

The Rockets' big man top-scored with a game-high 39 and also hit a career-high five shots from beyond the arc.

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

"Determination and defense," SGA commented of their performance. "We know that when we execute defensively we give ourselves a chance no matter what's going on—shots, missed attempts, good luck or misfortune. We did sufficient defence to get the win. We're still shaking off rust, but it's a good start."

Before the game, the team's title banner was unveiled at their home court, while the players were presented with their title rings.

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

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

Elsewhere, a massive effort of 43 points, 12 boards and nine dimes from the Slovenian star was not enough to prevent his new team the Los Angeles Lakers from suffering a 119-109 defeat against the Golden State Warriors.

Miami's star picked up 31 points and Stephen Curry chipped in 23 points for the visiting Warriors.

The Lakers were missing the NBA's all-time leading scorer LeBron James as he recovers from a back issue.