The Heat now own the third-longest winning streak in the history of the NBA and can equal the second-longest such stretch with a win Sunday in Toronto. Houston won 22 in a row 5 years ago.
The Los Angeles Lakers hold the all-time record of 33 straight wins in 1971-72.
Both James and Bosh had 28 points while Wade contributed 20.
Miami outscored the Bucks by 17 during the middle two periods to take control, eventually hitting 51 percent of its field goal attempts.
James, Bosh and Wade combined to go 32-of-57 from the field. James added 10 rebounds and seven assists.
Ersan Ilyasova scored 26 points with 17 rebounds for Milwaukee, which has dropped three straight.