Wade was hurt midway through the first half and was initially treated on the bench by Heat trainer Jay Sabol before being escorted to the locker room during the second quarter.
He had a slight limp warming up after intermission, but it wasn't enough to keep him off the court.
Wade had nine points and two rebounds in eight minutes. A team official said Wade would test the injured right thigh during halftime.
The Heat led the Nets 58-44 at the half. Wade's injury came just minutes into the game, one that saw guard Mario Chalmers and forward Mike Miller return from knee injuries. Chalmers had missed six games and Miller was out for three games.
Information from The Associated Press was used in this report.