The 17-year veteran pulled off the sequence in the final minute of the 120-118 loss on Sunday at Oracle Arena in Oakland, Calif. Miami trailed 115-114 at the time.
Durant began the sequence by taking on Heat guard Josh Richardson at the top of the 3-point arc. He drove around the Heat defender and broke into the lane.
Richardson closed off Duran't path to the rim, forcing the Warriors star to turn and back him down. Durant then decided to pick up his dribble and shoot a fade-away jump shot.
Wade came flying in and blocked the attempt. Richardson caught the blocked shot and passed the ball ahead to Wade, who sprinted forward for an easy lay-in.
Richardson made a shot for the Heat on the next possession, pushing Miami's lead to three points. But Durant responded with a triple to tie the score. DeMarcus Cousins put the Warriors ahead with two free throws with five seconds remaining to seal the victory for Golden State.
Durant scored a game-high 39 points in the victory. Klay Thompson scored 29 pints and Stephen Curry chipped in 25 points for the Warriors. Richardson led the Heat with 39 points, making 8-of-11 of his attempts from 3-point range.