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Shai Gilgeous-Alexander scored the decisive points deep into double overtime as the Oklahoma City Thunder started their championship campaign with a narrow win over the Houston Rockets.

The reigning MVP scored a team-high 35 points, including two clutch free throws with just 2.3 seconds remaining in double OT, securing the titleholders a winning beginning.

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

But the Thunder's rookie, who contributed 28 points, was instrumental alongside the game's hero.

"Grit and defence," Gilgeous-Alexander said of their performance. "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 enough defence to get the win. We're still shaking off rust, but it's a positive beginning."

Before the tip-off, the team's title banner was unveiled at their arena, while the players were presented with their championship rings.

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

Indiana will have the chance to secure some early revenge on Friday when they host Oklahoma, while the Houston are back on court on the same day at the Detroit Pistons.

In other action, a huge effort of 43 points, 12 rebounds and nine assists from the Slovenian star was insufficient to prevent his new team the Lakers from falling to a 119-109 defeat against the Golden State Warriors.

Jimmy Butler picked up 31 points and Stephen Curry chipped in 23 points for the road team.

The Lakers were without the NBA's all-time leading scorer James as he recovers from sciatica.