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The Thunder's star player delivered the winning points deep into double overtime as the defending champions started their championship campaign with a 125-124 win over the Houston Rockets.

The reigning MVP poured in 35 points, including two from the free-throw line with just mere seconds remaining in double OT, giving the champions a positive start.

Houston's Alperun Sengun top-scored with 39 points and also hit a personal-best five shots from beyond the arc.

But the Thunder's rookie, who contributed 28 points, was instrumental together with match-winner Gilgeous-Alexander.

"Grit 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 secure the victory. We're still shaking off rust, but it's a good start."

Before the game, the team's championship banner was raised at their arena, while the players were awarded their title rings.

Oklahoma City beat the Indiana Pacers in the previous season's best-of-seven NBA Finals. It was their maiden championship since the franchise relocated in 2008 to Oklahoma City from Seattle, who had claimed the 1979 title.

The Pacers will have the chance to secure some payback on Friday when they face Oklahoma, while the Houston return to action on the identical day at the Detroit Pistons.

In other action, a huge performance of 43 points, 12 boards and nine assists from Luka Doncic was insufficient to prevent his current team the Los Angeles Lakers from falling to a 119-109 defeat against the Golden State Warriors.

Miami's star scored 31 points and Golden State's sharpshooter added 23 for the visiting Warriors.

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