It was the first of two big injury blows for the Pelicans. Ryan Anderson departed not long afterward after hurting his right knee, an injury that appeared to be of the non-contact variety. The team later announced that Anderson wouldn't return after suffering a right knee sprain.
"When A.D. and Ryan went down I didn't see anybody buckle," New Orleans coach Monty Williams said. "We beat a good team on their home floor."
Davis departed with 3:07 left in the first quarter, moments after he attempted a shot and made contact with Miami's Hassan Whiteside. Davis -- who missed two games earlier this month, plus the All-Star Game because of the shoulder issue -- immediately grimaced in pain, then hobbled off the court while grabbing the shoulder even before play could be stopped.
The NBA's No. 4 scorer coming into the night at 24.3 points per game, Davis finished with six points and six rebounds.
Anderson was ruled out shortly before halftime after spraining his right knee jostling for a rebound. Williams said both Anderson and Davis would be evaluated further Sunday.
"They've got to go through the paces," Williams said. "They're pretty sore right now."
Davis initially hurt the shoulder against Chicago on Feb. 7, missing two regular-season games and then last weekend's All-Star Game in New York.
Anderson was down on the floor for about a minute, holding his right knee. He was then helped off the court by using the tunnel near the Heat bench, which visiting players typically do not use.
The Associated Press contributed to this report.