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The Thunder's star player delivered the decisive baskets deep into double overtime as the defending champions started their championship campaign with a 125-124 victory over the visiting Rockets.

The reigning MVP scored 35 points, including two from the free-throw line with just 2.3 seconds left in the second overtime, giving the champions a winning beginning.

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

But the Thunder's rookie, who contributed 28 points, was instrumental alongside match-winner Gilgeous-Alexander.

"Determination and defence," SGA commented of their showing. "We know that when we execute defensively we give ourselves a opportunity no matter what's going on—shots, missed attempts, fortune or misfortune. We did enough defence to secure the victory. We're still shaking off rust, but it's a positive beginning."

Before the tip-off, Oklahoma's title banner was unveiled at their home court, while the players were awarded their title rings.

Oklahoma City beat the Indiana Pacers in last season's best-of-seven NBA Finals. It was their first title since the team moved in 2008 to OKC from Seattle, who had claimed the 1979 title.

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

In other action, a massive performance of 43 points, 12 boards and nine dimes from Luka Doncic was not enough to stop his new team the Los Angeles Lakers from suffering a 119-109 defeat against the Warriors.

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

Los Angeles were missing the league's top scorer LeBron James as he is recovering from sciatica.