Dwyane Wade netted 21 points and grabbed seven boards for the Heat, who weren't able to shake off the pesky Bucks until going on a 12-0 run to begin the fourth quarter.
Ersan Ilyasova led Milwaukee with 21 points and six rebounds in the loss.
Milwaukee will host Thursday's Game 3.
Gal Gadot cast as Wonder Woman for 'Batman vs. Superman'
Benedict Cumberbatch's dramatic reading of R. Kelly lyrics is just what you need