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The Thunder's star player 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 visiting Rockets.

The reigning MVP scored 35 points, featuring two from the free-throw line with just mere seconds left in double OT, securing the champions a positive start.

Houston's Alperun Sengun led all scorers with 39 points and also hit a career-high five three-pointers.

But Chet Holmgren, who contributed 28 points, was instrumental alongside the game's hero.

"Grit and defence," Gilgeous-Alexander said of their performance. "We know that when we execute on defence we give ourselves a opportunity no matter what's going on—makes, misses, fortune or bad luck. We did sufficient defence to get the win. We're still shaking off rust, but it's a positive beginning."

Before the tip-off, Oklahoma's title banner was raised at their arena, while the squad were presented with their title rings.

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

The Pacers will have the chance to get some payback on Friday when they host the Thunder, while the Houston return to action on the same day at the Pistons.

In other action, a massive performance of 43 points, 12 boards and nine dimes from Luka Doncic was insufficient to stop his new team the Lakers from falling to a 119-109 loss against the Warriors.

Miami's star picked up 31 points and Golden State's sharpshooter chipped in 23 for the road team.

The Lakers were without the NBA's all-time leading scorer James as he is recovering from a back issue.