With Monta Ellis still looking at his empty hands and the rest of the Milwaukee Bucks watching helplessly, LeBron James sprinted to the other end of the court and threw down a dunk.

That double-digit lead was long gone and, in a matter of minutes, so was any chance the Bucks had of stealing a game from the Miami Heat. James scored seven of his 22 points during a decisive run at the end of the third quarter, and the Heat took a 3-0 lead in their first-round series with a 104-91 victory Thursday night. The defending champions will go for the sweep Sunday afternoon at the Bradley Center.

"I hope we're still confident," said Brandon Jennings, who led the Bucks with 16 points. "As a team, we need to stay together."

Larry Sanders also had 16 and 11 rebounds for the Bucks, who had six players in double figures. Jennings also had eight assists.

No team has ever overcome a 3-0 deficit to win a series in the NBA playoffs, making Thursday night's game a must-win for the Bucks. Miami coach Erik Spoelstra said his team expected a "desperate, competitive response" from the Bucks, and the Milwaukee players were hoping for a boost by being back home — the first playoff game at the Bradley Center in three years.

They got it early on, racing to a 10-point lead in the first quarter. They shot 57 percent from the floor, including 5 of 10 from 3-point range, and had the Heat looking flustered.

"They came out with a great deal of intensity as we expected," Spoelstra said. "Got us on our heels."

But the Bucks couldn't maintain that pace. After Luc Mbah a Moute made two sets of free throws to give the Bucks a 61-55 with 7:14 left in the third, Udonis Haslem made a layup and a pair of free throws, Mario Chalmers followed with a layup and the Heat were off on what would be a 23-7 run to close out the quarter.

Milwaukee got to 67-66 on a layup by Mbah a Moute, but James answered with a monster 3. After a pair of free throws by Mbah a Moute, Chalmers stripped Ellis and fed James for that uncontested dunk. Chris Andersen scored on a reverse, James made a layup and then fed Andersen for another layup that gave Miami a 78-68 lead going into the fourth quarter.

The Bucks never got within single digits again.

"A 3-, 4-minute stretch just like in the first two games, where they kind of blitzed us," Bucks coach Jim Boylan said. "We dug ourselves a big hole that we could not come back from."

Milwaukee was 12 of 21 over the final three quarters (41 percent), and made only two more 3s.

Even an off shooting night by Dwyane Wade couldn't help the Bucks. The former Marquette star had only four points, and his 1-of-12 shooting was his worst in a postseason game. But he contributed 11 assists, nine rebounds, five steals and two blocks, and the Heat had more than enough to make up for his scoring woes.

"This is one of those nights where you think you are very thankful for Ray Allen," Wade said. "He came in and he stepped up big time."

Ageless Ray Allen scored 23 points, setting the NBA career playoff record for 3-pointers in the process. Chris Bosh added 16 points and 14 rebounds for the Heat, who have won 11 straight dating to the regular season and 40 of their last 42.

Andersen had another big game, scoring 11 on 5-of-5 shooting and grabbing six rebounds in less than 14 minutes.

"That's been our calling card all year, the depth that we have," said Allen, whose five 3s gave him 322 for his career, two more than Reggie Miller.

"As a team, you've got to find way to plug in the holes, and every night we find somebody different."

The Bucks need to find something different if they're going to force a Game 5.

They've managed to play well in spurts in each game of the series, but cost themselves with major breakdowns in each, too. One more, and their season will be done.

"They didn't get shaken, rattled by us playing hard. They expected it," Sanders said. "When they started playing harder, we got shaken, rattled a little bit. We got to expect that. Keep pushing."

Notes: Green Bay Packers quarterback Aaron Rodgers was at the game. ... Bucks fans were tough on all of the Heat players, even Allen, who spent his first six-plus years in Milwaukee, and Wade, whose No. 3 at Marquette hangs from the rafters at the Bradley Center. "I expect that," Allen said. "Even though I played quite a while here and won some big games, I'm still the opposing team. I didn't expect any special favors." ... Wade is the first player since Rajon Rondo on March 23, 2011 to have at least 11 assists, nine rebounds and five steals in a game.