Cleveland Cavaliers players were given Tuesday and Wednesday off by coach Tyronn Lue after they'd played three games in the previous four days. James flew to Miami on Tuesday with his family as he spent some time in the warm weather. The Cavs were aware of the trip had no issue with him going, sources said.
James also worked out with trainer David Alexander, who also trains Wade. Alexander, who James often works with in the offseason, posted video from part of the workout on social media.
"It's the gym I work out at. We worked together today and that's it. That's one of my best friends so it's not odd," Wade told reporters in Miami on Wednesday. "If it was somebody I didn't know, it would be a little different."
Wade, who scored 18 points in the Heat's 129-111 victory over the Chicago Bulls on Tuesday night, downplayed the significance of the midseason workout between potential playoff combatants. Wade and James, who frequently vacation together in the offseason, spend time together when possible during the season.
Since James returned to the Cavs after playing alongside Wade for four years in Miami, each has been a guest at the other's house while on road trips in each other's city.
The Cavs have been willing to allow James rest and time away when they can over the past two seasons. Last year James spent a week in Miami while recovering from back and knee injuries and spent time with Wade during that span.
The Cavs are scheduled to practice in Cleveland on Thursday before hosting the Washington Wizards on Friday.
"Obviously when LeBron takes his time away the sun is a nice place to come to get away for a couple of days when your coach and your organization allow you to get away and clear your mind," Wade said. "So it's not odd to work out with someone I've been working out with for 13 years."
Information from ESPN's Dave McMenamin contributed to this story.