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The Thunder's star player delivered the game-winning baskets deep into double overtime as the Oklahoma City Thunder started their championship campaign with a narrow victory over the visiting Rockets.

The reigning MVP scored 35 points, including two from the free-throw line with just mere seconds remaining in double OT, giving the titleholders 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 together with the game's hero.

"Grit and defense," Gilgeous-Alexander said of their performance. "We know that when we do it on defence we give ourselves a chance no matter what's going on—makes, misses, good luck or misfortune. We did sufficient defence to secure the victory. We're pretty rusty, but it's a good start."

Prior to the tip-off, Oklahoma's championship banner was raised at their arena, while the players were awarded their championship rings.

The Thunder beat the Indiana Pacers in last season's best-of-seven NBA Finals. It was their first title since the team relocated in 2008 to OKC from Seattle, who had won the 1979 crown.

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

In other action, a huge performance of 43 points, 12 rebounds and nine assists from the Slovenian star was not enough to prevent his new team the Los Angeles Lakers from suffering a 119-109 loss against the Golden State Warriors.

Jimmy Butler picked up 31 points and Stephen Curry added 23 points for the visiting Warriors.

Los Angeles were without the NBA's all-time leading scorer LeBron James as he is recovering from sciatica.