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Shai Gilgeous-Alexander delivered the game-winning baskets late in double overtime as the Oklahoma City Thunder opened their championship campaign with a narrow victory over the Houston Rockets.

The reigning MVP poured in 35 points, featuring two from the free-throw line with just 2.3 seconds remaining in the second overtime, securing the titleholders a positive start.

The Rockets' big man led all scorers with a game-high 39 and also connected on a career-high five three-pointers.

But the Thunder's rookie, who contributed 28 points, played a major role alongside the game's hero.

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

Prior to the game, Oklahoma's title banner was raised at their home court, while the players were awarded their title rings.

Oklahoma City defeated the Indiana Pacers in last season's championship series. It was their first title since the team moved in 2008 to Oklahoma City from Seattle, who had claimed the 1979 title.

The Pacers will have the chance to secure some payback on Friday when they host Oklahoma, while the Houston are back on court on the same day at the Detroit Pistons.

Elsewhere, a massive performance of 43 points, 12 rebounds and nine dimes from Luka Doncic was not enough to prevent his current team the Lakers from suffering a 119-109 defeat against the Warriors.

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

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