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Shai Gilgeous-Alexander delivered the game-winning points deep into double overtime as the Oklahoma City Thunder opened their championship campaign with a narrow win over the visiting Rockets.

Last season's MVP scored 35 points, featuring two from the free-throw line with just 2.3 seconds left in double OT, securing the titleholders a winning beginning.

The Rockets' big man led all scorers with a game-high 39 and also hit a personal-best five three-pointers.

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

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

Before the tip-off, Oklahoma's title banner was unveiled at their arena, while the squad were awarded their championship rings.

Oklahoma City beat the Pacers in the previous season's best-of-seven NBA Finals. It was their first title 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 early revenge on Friday when they host Oklahoma, while the Rockets return to action on the same day at the Detroit Pistons.

In other action, a massive effort of 43 points, 12 rebounds and nine assists from Luka Doncic was not enough to stop his current team the Los Angeles Lakers from suffering a 119-109 loss against the Golden State Warriors.

Miami's star scored 31 points and Stephen Curry added 23 for the road team.

Los Angeles were missing the NBA's all-time leading scorer LeBron James as he is recovering from sciatica.