Delfino was injured when Heat forward Udonis Haslem landed on his neck and head.
The Bucks' forward was examined by the team physician and went to a hospital for precautionary X-rays because of jaw and neck pain.
Delfino drove for a layup with 2:29 left in the first half and fell face down to the floor. On the ensuing scramble for the rebound, Haslem jumped and inadvertently landing on the back of Delfino's head.
Delfino never moved as paramedics flipped him over on his back and strapped him to a board. He appeared to be conscious while leaving the arena.