The Lakers and Celtics are coming off of winning their respective conferences while the Magic turned in a 54-point preseason throttling of the New Orleans Hornets on Sunday.
The Heat know that without Wade, who is a week into a hamstring injury that still has an uncertain return date, the team isn't making the progress it hoped.
Also out is key reserve Eddie House and he will be for at least another 10 days recovering from a shoulder injury.
Carlos Arroyo, who was the starting point guard in the preseason opener, is out with a groin injury and won't play in the Heat's next preseason game, which is Tuesday against CSKA Moscow. His competitor for the position, Mario Chalmers, has been dealing with an ankle injury.
Reserve center Jamaal Magloire is also missing time with a sore knee.
"We're still behind," forward Udonis Haslem said. "Our goals that we set is to be the best but right now we're behind Boston and Orlando."
Coach Erik Spoelstra spent much of Monday's practice with 5-on-5 work because he felt his team needed it more than drills, which is what coaches would usually favor after three days without a practice as was the case.
With two more back-to-backs of preseason games that will require some off days to recover plus the first game on the schedule for the year, the Heat pretty much have the least practice time of anyone before the tip.
"We need to learn each other, learn our system and to build some continuity," Spoelstra said. "The most important thing for us right now is that we play 5-on-5."
Brian Windhorst covers the Miami Heat for ESPN.com