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The Thunder's star player scored the winning baskets deep into double overtime as the Oklahoma City Thunder started their championship campaign with a 125-124 win over the visiting Rockets.

The reigning MVP poured in 35 points, including two clutch free throws with just 2.3 seconds remaining in the second overtime, securing the champions a positive start.

Houston's Alperun Sengun led all scorers with a game-high 39 and also connected on a personal-best five three-pointers.

But Chet Holmgren, who contributed 28 points, was instrumental alongside match-winner Gilgeous-Alexander.

"Grit and defense," Gilgeous-Alexander said of their showing. "We know that when we execute defensively we give ourselves a chance no matter what's going on—shots, misses, good luck or bad luck. We did sufficient defence to secure the victory. We're still shaking off rust, but it's a positive beginning."

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

The Thunder defeated the Pacers in the previous season's championship series. It was their maiden championship since the franchise moved in 2008 to OKC from Seattle, who had claimed the 1979 title.

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

In other action, a massive effort of 43 points, 12 rebounds and nine dimes from the Slovenian star was insufficient to stop his new 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 points for the road team.

The Lakers were without the league's top scorer LeBron James as he recovers from a back issue.