Mario Chalmers' two 3-pointers represented the Heat's only points over the first six minutes of the fourth as New Orleans worked its way back into the game. Ajinca's free throws tied the game at 88-88 with 5:46 to play. Dragic made a layup at the other end put Miami back up in front.
Gordon nailed a 3-pointer with 2:23 left to tie it up once more.
The Pelicans forced a shot clock turnover with 36 seconds left, then Gordon found Ajinca inside for a layup to give the hosts a 104-102 lead. Omer Asik came up with a block of Hassan Whiteside on the ensuing Heat possession, but he threw it away to give the Heat another chance.
Wade went for the win from 3-point range, but his attempt hit back iron and the Pelicans held on.
Both teams played it close throughout the game and that was evident in the first half with 13 lead changes and eight ties.
Miami led 25-24 after 12 minutes, then the two teams each shot over 57 percent in the second, with New Orleans making 66.7 percent of its attempts from the field and tying the game at 54-54 at half.
Quincy Pondexter's putback layup gave the Pelicans a one-point edge midway through the third before the Heat went on a 10-2 run to make it 74-67. Miami brought an 82-73 lead into the fourth.
Pondexter finished with 18 points in the win ... Miami had its two-game winning streak snapped ... The Pelicans have won three straight over Miami after losing the previous five meetings ... New Orleans made 51.3 percent of its shots ... Whiteside and Henry Walker each scored 16 points for the Heat.