James, a four-time NBA Most Valuable Player, left the Cleveland Cavaliers to join Wade, 32 on Friday, and Chris Bosh in Miami in 2010.
But James, Wade and Bosh -- each set to make more than $20 million (14.8m euros) next season -- all could opt out of their contracts after this season.
"I came to Miami for 2 reasons. To play with U and to win championships and I can't thank u enough for the sacrifice you've made since I arrived homie!" said James.
"No matter what happens in the future we stuck together like brothers for life."
James has not discussed his potential free agent status while Wade has said he wants to stay with the Heat for the remainder of his NBA career.
But there has been speculation that the Heat's dominant NBA dynasty may be coming to an end.
The Heat have made the NBA Finals in each of the past three seasons, winning the title the past two years.
This year, the Heat could become only the fourth NBA club to win three championships in a row, following the 1960s Boston Celtics, 1990s Chicago Bulls and the Los Angeles Lakers from 2000-2002 and 1952-1954, the first run coming when the Lakers were based in Minneapolis.