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Shai Gilgeous-Alexander delivered the game-winning points deep into a second overtime period as the Oklahoma City Thunder started their NBA title defense with a 125-124 win over the visiting Rockets.

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

The Rockets' big man led all scorers with a game-high 39 and also connected on a career-high five shots from beyond the arc.

But the Thunder's rookie, who added 28 points of his own, was instrumental alongside the game's hero.

"Grit and defence," Gilgeous-Alexander commented of their showing. "We know that when we execute on defence we give ourselves a opportunity no matter what's going on—makes, missed attempts, good luck or bad luck. We did sufficient defensive work to secure the victory. We're still shaking off rust, but it's a positive beginning."

Before the game, the team's championship banner was unveiled at their home court, while the players were awarded their championship rings.

Oklahoma City beat the Pacers in the previous season's best-of-seven NBA Finals. It was their maiden championship since the team relocated in 2008 to Oklahoma City from Seattle, who had won the 1979 title.

Indiana will have the chance to get some payback on this Friday when they face Oklahoma, while the Rockets return to action on the identical day at the Pistons.

Elsewhere, a huge performance of 43 points, 12 boards and nine dimes from Luka Doncic was insufficient to stop his new team the Lakers from suffering a 119-109 loss against the Warriors.

Jimmy Butler scored 31 points and Stephen Curry chipped in 23 for the visiting Warriors.

The Lakers were missing the league's top scorer James as he is recovering from sciatica.