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

The reigning MVP scored a team-high 35 points, featuring two from the free-throw line with just 2.3 seconds remaining in double OT, giving the titleholders a winning beginning.

The Rockets' big man top-scored with 39 points and also hit a personal-best five three-pointers.

But the Thunder's rookie, who added 28 points, was instrumental together with the game's hero.

"Determination 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—shots, misses, good luck or bad luck. We did enough defence to secure the victory. We're still shaking off rust, but it's a positive beginning."

Prior to the tip-off, Oklahoma's title banner was raised at their home court, while the players were presented with their championship rings.

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

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

In other action, a massive effort of 43 points, 12 boards and nine assists from the Slovenian star was insufficient to prevent his current team the Los Angeles Lakers from suffering a 119-109 loss against the Golden State Warriors.

Jimmy Butler scored 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 recovers from a back issue.