Wade is sitting out to recover from a slight strain in one shoulder and a bruise in the other, coach Erik Spoelstra confirmed about 90 minutes before tipoff for Friday's game.
Wade had played through discomfort in both shoulders for about a week, but felt he wasn't responding quickly enough to treatment in order to continue playing.
After the Heat's morning shootaround at the Pepsi Center, Wade said he hoped he would play. Instead, he will miss his first game of the season because of an injury.
"Dwyane's shoulders were really limiting him," Spoelstra said. "He fought through it. He will get extra treatment today and tomorrow. We will continue to re-evaluate him every day. One (shoulder) is a slight sprain, and the other is a bit of an impingement. All things considered, these are things we can treat."
The Heat also announced just before Friday's game that Andersen was sent back to Miami to undergo an MRI for a knee injury he suffered late in Wednesday's loss to the Clippers.
Andersen is the second player to return to Miami during the Heat's six-game Western Conference trip that wraps up Sunday in Oklahoma City.
Starting point guard Goran Dragic left the team Wednesday night to have an MRI in Miami on Thursday that confirmed he had a left calf strain.
Dragic will be re-evaluated in a week.
In addition to Wade, Andersen and Dragic, the Heat continue to be without forward Josh McRoberts. The team was down to 10 available players against the Nuggets.
"We're 10 strong," said Spoelstra, whose team has lost three of its first four games on the trip.
Wade, who turns 34 on Sunday, is averaging 18.4 points, 4.6 assists and 4.2 rebounds in a career-low 30.2 minutes this season.
The only other game he missed was at home against Utah on Nov. 12, when he was at the hospital to be with his youngest son during an illness.