James scored 34 points and his inbounds pass to Wade resulted in the go-ahead alley-oop layup with 4.6 seconds left, as the Heat edged Minnesota, 103-101, spoiling a dazzling night for rookie Ricky Rubio.
On Wednesday, Wade's short jumper with 2.9 seconds left lifted the Heat to a 96-95 win at Charlotte. D-Wade was at it again two nights later. He curled around the lane and escaped Minnesota defenders to receive a perfect pass from James and converted the go-ahead bucket.
Rubio, who had 12 points and 12 assists, was bottled up on Minnesota's final possession. Wayne Ellington's jumper from the left wing caromed off the back of the rim as time expired.
James also had 10 assists, eight rebounds and four steals, while Wade scored 19, one less than teammate Chris Bosh. Miami's 4-0 start matches the club record, also set in 2004-05.
Kevin Love totaled 25 points and 12 rebounds for the Timberwolves, who fell to 0-3, but have been outscored by just nine points in those contests.