James scored 35 points on 16 for 21 shooting and the Heat used a third-quarter surge to beat the Bucks 114-96 on Monday night.
Dwyane Wade scored 22 and Mario Chalmers added 13 for the Heat, who were 0-2 against the Bucks this season coming into the game. James scored 16 of his points in the third quarter as the Heat took control.
"I know what happened the third quarter the last time we played here," James said. "We had a big lead and they just came out and jumped on us. It was good that we were able to come out and put some pressure on them."
Bucks coach Scott Skiles wants to see his team improve defensively, but didn't necessarily blame James' big night on poor defending.
"He can take and make difficult shots -- and maybe they're not difficult for him," Skiles said. "They're difficult for most people. They're not difficult for him. He hit a couple of fadeaways in front of our bench, 18-, 19-foot fadeaways with a guy in his face, so you've got to give him those."
Carlos Delfino scored 24 for the Bucks.
The Bucks beat the Heat 91-82 in Miami on Jan. 22, then beat them again in Milwaukee on Feb. 1, a 105-97 victory in which the Bucks trailed by 18 points in the first half. The Bucks haven't swept the Heat since the 1990-91 season.
"We knew it," James said. "They beat us twice really handily. They played a great four quarters and beat us. They held us under our averages offensively."
Brandon Jennings said the Bucks are more worried about their recent skid -- they've lost five of seven since that Feb. 1 win -- than they are about beating the Heat two out of three times.
"I mean, it would have been nice to beat them three (times) but right now, for us, we need to try to get back on track," said Jennings, who scored 12 points. "We're not really thinking about, 'Yeah, we beat them twice and they beat us once."
Heat coach Erik Spoelstra acknowledged before the game that the Bucks' previous two victories got his attention.
Spoelstra said that the Bucks' physical defense got to the Heat in the first two games, saying the Heat had to win what he described as the high-effort "fistfight battles" on the court this time out.
It looked as if the Heat might be in for another tough battle early on, as the Bucks led 30-27 after the first quarter.
"They started out good, knocking down some threes, but our competitive spirit was much better," Spoelstra said. "Offensively, we were able to play to our identity."
The Heat settled for jump shots in their first two losses to the Bucks, but they were more direct this time around -- especially James.
"I think LeBron just kind of getting his post position on the block kind of shook up our defense a little bit," Jennings said. "He made some tough turnarounds and he was just getting to the basket a lot more. They weren't really settling for the jumpshots tonight, everything was to the basket."
Leading 55-50 after two quarters, the Heat put together a 14-4 run out of halftime. It started right away, as Chalmers stole the ball from Jennings and cruised down the court for a fastbreak layup.
The Bucks then began to struggle on offense -- including one sequence in which Milwaukee's Drew Gooden had the ball swatted away from him twice on a single possession by Miami's Joel Anthony. Gooden was called for a technical foul immediately afterward.
Later in the run, James stole the ball from Jennings, then finished with a powerful one-handed slam to give the Heat a 69-54 lead.
James went on to score 16 in the quarter, including another monster dunk in the final seconds. With the clock running down at the end of the quarter, James took advantage of a defensive lapse and ran uncontested down the lane, finishing with a one-handed dunk with 4.2 seconds left in the quarter.
With the win, Miami ran its record to 22-7 -- equaling the franchise's best start after the first 29 games of a season, set in 1996-97 and again in 2004-05.
"Just playing good ball," James said. "It's not about one guy. Everyone is in a flow. When we're in a flow, we're a really good team."
Miami was without C Dexter Pittman, who has a sprained left shoulder. Spoelstra said he will be evaluated on a game-to-game basis. ... The Bucks congratulated Bon Iver, a band that traces its roots to Wisconsin, for winning two Grammys during a timeout. ... A group of fans sitting courtside was doused when a ball went out of bounds and splattered a man's beverage. The incident was replayed on the stadium scoreboard.