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Shai Gilgeous-Alexander scored the winning baskets 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 from the free-throw line with just 2.3 seconds remaining in the second overtime, securing the champions a positive start.

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

But Chet Holmgren, who added 28 points of his own, played a major role alongside the game's hero.

"Determination and defense," Gilgeous-Alexander said of their showing. "We know that when we execute on defence we give ourselves a chance no matter what's going on—shots, missed attempts, good luck or bad luck. We did enough defensive work to secure the victory. We're pretty rusty, but it's a good start."

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

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

Indiana will have the opportunity to get some payback on Friday when they host the Thunder, while the Rockets are back on court on the same day at the Detroit Pistons.

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

Miami's star scored 31 points and Stephen Curry added 23 points for the visiting Warriors.

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