Wade and Haslem each scored 18 points while O'Neal sat out the contest with tightness in his left hamstring as the Heat won their first preseason game, a 95-89 triumph over the Orlando Magic.
Wade, who was a unanimous choice for the NBA's All-Rookie Team last season, had nine points in the third quarter, while Haslem scored 11 points in the first half and added 11 rebounds.
O'Neal played 22 minutes in his debut with the Heat against the Houston Rockets on Monday and scored 17 points with seven rebounds. He also may sit out Miami's meeting against the Detroit Pistons on Saturday.
Orlando, which had a brief lead early, got within four points when Cuttino Mobley hit a jumper at the end of a 12-5 run, cutting Miami's advantage to 89-85 with 1:38 remaining.
Rookie Dwight Howard, who was the top overall pick out of high school last June, combined with Steve Francis and Jameer Nelson to lead Orlando with 17 points apiece. Howard also pulled down 10 rebounds.
The Magic lost for the third time in four nights and have dropped nine of their past 10 preseason games dating back to last season.