Miami used a big third quarter to put the game away, when James scored 16 of his points and capped the Heat's run with thunderous slam dunk.
James' performance enabled Miami to avoid a fourth straight loss to the Bucks. The Heat has gone 6-1 since the two teams' last meeting Feb. 1.
Miami improved to 2-0 during a three-games-in-three-nights stretch and moved to 3-1 overall on its current six-game road trip.
Carlos Delfino led Milwaukee with 24 points. The Bucks fell to 0-2 on a three-game homestand.