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Shai Gilgeous-Alexander scored the decisive baskets deep into double overtime as the Oklahoma City Thunder started their NBA title defense with a 125-124 victory over the visiting Rockets.

Last season's MVP poured in 35 points, including two from the free-throw line with just mere seconds remaining in double OT, giving the titleholders a winning beginning.

The Rockets' big man 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 together with the game's hero.

"Grit and defence," SGA said of their performance. "We know that when we execute on defence we give ourselves a opportunity no matter what's going on—shots, misses, good luck or misfortune. We did sufficient defence to secure the victory. We're still shaking off rust, but it's a good start."

Before the tip-off, Oklahoma's championship banner was unveiled at their arena, while the squad were awarded their title rings.

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

Indiana will have the chance to secure some early revenge on Friday when they face the Thunder, while the Rockets are back on court on the same day at the Pistons.

Elsewhere, a massive performance of 43 points, 12 rebounds and nine assists from Luka Doncic was insufficient to prevent his current team the Los Angeles Lakers from falling to a 119-109 loss against the Golden State Warriors.

Miami's star picked up 31 points and Stephen Curry added 23 for the visiting Warriors.

Los Angeles were missing the league's top scorer James as he is recovering from a back issue.