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Shai Gilgeous-Alexander delivered the game-winning points deep into a second overtime period as the Oklahoma City Thunder opened their championship campaign with a narrow victory over the visiting Rockets.

Last season's MVP poured in 35 points, including two clutch free throws with just 2.3 seconds left in the second overtime, securing the titleholders a winning beginning.

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

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

"Determination and defence," SGA commented of their showing. "We know that when we do it on defence we give ourselves a opportunity no matter what's going on—makes, misses, good luck or misfortune. We did sufficient defence to secure the victory. We're pretty rusty, but it's a good start."

Prior to the tip-off, Oklahoma's championship banner was unveiled at their arena, while the players were awarded their championship rings.

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

The Pacers will have the opportunity to secure some payback on Friday when they face Oklahoma, while the Rockets return to action on the identical day at the Pistons.

Elsewhere, a huge effort of 43 points, 12 boards and nine assists from the Slovenian star was not enough to stop his new team the Los Angeles Lakers from suffering a 119-109 loss against the Warriors.

Jimmy Butler scored 31 points and Golden State's sharpshooter chipped in 23 points for the visiting Warriors.

Los Angeles were missing the NBA's all-time leading scorer LeBron James as he recovers from a back issue.