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The Thunder's star player delivered the winning points late in double overtime as the Oklahoma City Thunder opened their championship campaign with a 125-124 win over the Houston Rockets.

Last season's MVP scored 35 points, featuring two clutch free throws with just mere seconds left in the second overtime, giving the titleholders a positive start.

Houston's Alperun Sengun top-scored with 39 points and also connected on a personal-best five shots from beyond the arc.

But the Thunder's rookie, who contributed 28 points of his own, was instrumental together with match-winner Gilgeous-Alexander.

"Grit and defence," Gilgeous-Alexander said of their showing. "We know that when we execute defensively we give ourselves a opportunity no matter what's going on—makes, missed attempts, fortune or misfortune. We did enough defensive work to get the win. We're still shaking off rust, but it's a positive beginning."

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

Oklahoma City beat the Pacers in the previous season's championship series. It was their maiden championship since the team relocated in 2008 to OKC from Seattle, who had claimed the 1979 title.

The Pacers will have the chance to secure some early revenge on Friday when they face the Thunder, while the Rockets return to action on the same day at the Pistons.

Elsewhere, a huge performance of 43 points, 12 boards and nine dimes from the Slovenian star was not enough to stop his new team the Lakers from falling to a 119-109 loss against the Golden State Warriors.

Jimmy Butler picked up 31 points and Golden State's sharpshooter added 23 for the road team.

Los Angeles were without the league's top scorer LeBron James as he recovers from sciatica.