Tannehill wasn't intercepted in the game and tossed a scoring pass to Mike Wallace (nine catches, 115 yards), while Charles Clay caught five passes for 109 yards -- including the go-ahead score late in the third quarter.
Clinging to a four-point lead with time winding down, the Dolphins (2-0) secured the win when Philip Wheeler sacked the Colts' Andrew Luck on fourth down in the game's closing moments.
Luck finished with 321 passing yards, a touchdown and an interception on 25-of-43 efficiency for Indianapolis (1-1).
T.Y. Hilton made six catches for 124 yards in the loss.