The Northern Irishman was in the crowd for Heat's victory over the San Antonio Spurs on Sunday following his joint-45th finish at the Houston Open.
McIlroy posted a photo of himself sandwiched in between the players, with the caption: "With a couple of legends tonight! @KingJames @DwyaneWade made me realise just how small I am!! Lol"
Meanwhile, the 23-year-old has postponed a trip to Haiti with UNICEF in order to focus on preparations for the Masters.