On Monday, Rubio played for the first time since Nov. 7, but the Timberwolves lost on the road to the Dallas Mavericks, 100-94.
Rubio finished with 10 points in 21 minutes.
"I feel good and I'm happy to be back," said Rubio. "I was dying inside watching the team (struggle) because I wasn't able to play and help my team."
Kevin Martin paced Minnesota with 19 points and Andrew Wiggins netted 14, though the star rookie was held to a 4-of-14 effort from the floor. Thaddeus Young and Mo Williams both had 15 and center Nikola Pekovic grabbed 10 rebounds.
The T-wolves trimmed a 21-point first-half deficit to two into the final minute.
J.J. Barea, starting in Rajon Rondo's place, drove the baseline and converted a tough reverse layup for a 98-94 Mavericks' edge with 52.9 seconds to go. He then sealed the victory with two free throws after Williams missed an open long-range look on the previous possession.
The Heat are 1-1 on a four-game road trip, which ends Friday night in a rematch of the NBA Finals against the San Antonio Spurs.
After opening the trek with a victory in Boston on Super Bowl Sunday, Miami fell in Detroit on Tuesday, 108-91.
The Heat never held a lead versus Detroit after 11-8 despite 34 points from Chris Bosh. The All-Star scored 21 of his points while shooting 9-for-9 in the third quarter.
Hassan Whiteside, the 7-foot center who led the Heat in scoring the last two games, had 11 points and 10 rebounds in this one for his fourth double-double in five games.
"We need to execute better and it's something we're continuing to try and work on," said Heat coach Erik Spoelstra. "We didn't defend all the way you need to on the road."
Miami played a third game without Dwyane Wade, who suffered a hamstring strain last Tuesday against Milwaukee and could be sidelined for weeks.
The Heat beat the Wolves by 10 in South Beach on Nov. 8 and have won eight of the last nine meetings between the two.
Miami has won six straight in Minnesota.