By Steve Ginsburg

DALLAS (Reuters) - The Dallas Mavericks' inability to grab a lead in the NBA Finals is taking a toll on All-Star forward Dirk Nowitzki.

Nowitzki scored the Mavericks' last nine points in Game Two of the NBA Finals, a 95-93 victory, and their last 12 in Game Three's 88-86 loss on Sunday to the Miami Heat.

The 32-year-old, seven-footer is growing frustrated that his club cannot grab the lead and make the Heat play catch-up.

"First of all, we can't always fall down behind," he told reporters. "We're always reacting. We did in the first quarter. We fell down big.

"Third quarter we came out slow, fell down big. Obviously it takes a lot of energy for us to fight back. But even down the stretch, there were opportunities."

Dallas trailed by seven in the first quarter and 14 in the second on Sunday before battling back. They fell 13 behind in the third quarter and seven in the fourth.

Each time they trimmed the lead, the Heat hiked it back up.

The Mavericks refused to quit and Nowitzki's potentially game-tying jumper at the end of regulation bounced off the rim, silencing the crowd of 19,200 at the American Airlines Center.

"We all understand that basketball is a game of runs," said Nowitzki, who scored 34 points and had 11 rebounds. "We have to stop the runs a little quicker.

"We can't go down 15 all the time and battle back. You can get like a five, six-point swing here and there. We can't always get in a deep hole like that."

"We have to figure out how to get in front and play from up front," said Dallas guard Jason Kidd. "The big thing is we have to be able to make plays late in the game.

"In Game Two we made the plays, and in Game Three we just didn't."

The Mavericks overcame a 15-point fourth-quarter Heat lead to steal the second game of the series in Miami.

On Sunday, there was no miracle finish. Mavericks coach Rick Carlisle said he had no other options but Nowitzki.

"We would like to make it easier for him, and at times we can give him some relief with some rest and some better balance," he said.

"But tonight was tough. Tonight was not one of those nights."

(Editing by Patrick Johnston)