Shai Gilgeous-Alexander joined the Thunder in 2019.
The Thunder's star player delivered the game-winning points late in a second overtime period as the defending champions opened their championship campaign with a narrow victory over the visiting Rockets.
Last season's MVP scored 35 points, featuring two clutch free throws with just 2.3 seconds left in the second overtime, giving the champions a winning beginning.
Houston's Alperun Sengun top-scored with a game-high 39 and also connected on a career-high five shots from beyond the arc.
But Chet Holmgren, who contributed 28 points, was instrumental together with match-winner Gilgeous-Alexander.
"Grit and defence," Gilgeous-Alexander 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, fortune or bad luck. We did sufficient defensive work to get the win. 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 awarded their title rings.
The Thunder beat the Pacers in the previous 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 crown.
Indiana will have the opportunity to secure some early revenge on Friday when they face the Thunder, while the Houston return to action on the identical day at the Detroit Pistons.
In other action, a massive effort of 43 points, 12 rebounds and nine assists from the Slovenian star was insufficient to prevent his current team the Los Angeles Lakers from falling to a 119-109 defeat against the Golden State Warriors.
Jimmy Butler picked up 31 points and Stephen Curry added 23 for the road team.
Los Angeles were missing the NBA's all-time leading scorer LeBron James as he is recovering from sciatica.
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