The Miami got off to a slow start, before accelerating past the Knicks on Sunday afternoon 102-91.
LeBron James had four turnovers in the first few minutes of the game, and the Heat trailed 16-4.
LeBron bounced back to play an efficient game.
He scored 38 points with 5 rebounds and 6 assists.
J.R. Smith set an NBA record with 22, 3-point attempts.
He hit 10 of them, scoring 32 points.
The Heat were playing with Dwyane Wade (hamstring), Greg Oden (back strain), and Chris Andersen (knee).
With the Heat needing size in the post, Udonis Haslem pitched in.
Haslem had 6 points and 11 rebounds in 28 minutes.
Miami also received a big contribution from Shane Battier.
He came off the bench, playing 30 minutes with 6 points and 3 rebounds.
Ray Allen looked sharp as he continues working his way back from the flu.
Allen scored 12 points going 4-9 from the 3-point line.
The loss hurts the Knicks position as they battle for the final playoff spot.
The Heat are waiting to see the result of the Pacers and Hawks on Sunday evening.
The Heat host Brooklyn on Tuesday night.
The Nets are 3-0 this season against Miami.