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Shai Gilgeous-Alexander delivered the game-winning points deep into double overtime as the Oklahoma City Thunder started their championship campaign with a 125-124 win over the Houston Rockets.

Last season's MVP poured in 35 points, featuring two from the free-throw line with just mere seconds remaining in double OT, securing the titleholders a winning beginning.

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

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

"Grit and defense," SGA said of their performance. "We know that when we do it defensively we give ourselves a chance no matter what's going on—shots, missed attempts, good luck or bad luck. We did sufficient defensive work to get the win. We're pretty rusty, but it's a positive beginning."

Before the game, Oklahoma's championship banner was raised at their arena, while the players were presented with their championship rings.

The Thunder defeated the Indiana Pacers in the previous season's best-of-seven NBA Finals. It was their maiden championship since the franchise moved in 2008 to OKC from Seattle, who had claimed the 1979 title.

The Pacers will have the chance to get some early revenge on this Friday when they host the Thunder, while the Rockets are back on court on the identical day at the Detroit Pistons.

In other action, a massive performance of 43 points, 12 boards and nine dimes from the Slovenian star was not enough to prevent his new team the Lakers from falling to a 119-109 loss against the Warriors.

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

The Lakers were missing the league's top scorer James as he recovers from a back issue.