They only have to remember the last time the two teams squared off back on December 29th.
That's because the Bucks used a 35-14 fourth quarter to pummel the Heat 104-85.
Miami has already avenged losses to the Clippers, Trail Blazers, Bulls, Grizzlies, Knicks and Pacers during its flawless 20-game run. Its victory Sunday over Indiana gave it a win against all 29 other teams in the league this season.
The Heat have been so dominant for so long, it has begun to lap its schedule in terms of opponents this week, beating Atlanta and Philadelphia for the second and third time, respectively, during the win streak.
Next up is a Bucks team they could see in the first round of the playoffs, as the Heat begin its title defense.
The Bucks play Miami tough, winning four of the last six contests.
In fact, the Heat's only win against Milwaukee this season was an overtime battle that saw Miami prevail 113-106 on Nov. 21, behind 80 points from the Big Three.
With Wednesday's white-knuckle win in Philadelphia, Miami improved to 10-1 in the second game of back-to-back sets.
The Heat's only loss in that scenario: Dec. 29 in Milwaukee.
Of course, the Bradley Center is something of a second home for Dwyane Wade, who played his college ball at Marquette.
Wade, named Monday as the Eastern Conference Player of the Week, has scored at least 20 points while shooting 50 percent or better from the field in 11 straight games, matching the longest such streak by a guard since Michael Jordan accomplished the feat during his 1995-96 MVP campaign.
The Heat's 20th straight victory not only broke the 2008-09 Boston Celtics record for consecutive wins by a defending champion, but also placed them in a very select group of teams that have won 20 or more consecutive games in the same season.
Most recently, San Antonio won 20 straight, including its first 10 playoff games, just last season. And five years ago, a Houston Rockets team, featuring current Heat forward Shane Battier, defied the odds and ran off 22 consecutive wins before being bounced in the first round of the playoffs by Utah.
When will the Heat's win streak end?
Milwaukee is all over the record books in terms of longest winning streaks: The 1970-71 team that eventually went on to claim the franchise's only NBA Championship enjoyed a 20-game run of its own that season.
The very next season, the defending-champion Bucks broke the Los Angeles Lakers 33-game win streak Jan. 9, 1972, in Milwaukee. Those Lakers, led by Jerry West and Wilt Chamberlain, would go on to set a then-record 69 victories in a single season on their way to the title.
That record stood until Apr. 16, 1996, when the Chicago Bulls won their 70th game in—wait for it—Milwaukee against the Bucks.
But wait, it gets better: Should the Heat extend their win streak to 33 games, win number 34 would have to come at the expense of, yes, those same Milwaukee Bucks, Apr. 9 in Miami.
Between the winning streak and the individual brilliance and brutal efficiency of James and Wade, we're witnessing historic stuff here.
Meanwhile, the Bucks are flirting with .500 basketball at 32-31, adjusting to a new coach in Jim Boylan and trying to play through distractions brought on by speculation about where Brandon Jennings' next contract might land him.
Perhaps it's seeing his possible replacement in newly-acquired J.J. Redick or his impending free agency, but Monta Ellis has been on fire of late.
Over his last 10 games, coinciding with the Redick trade, Ellis is averaging 25.5 points, 3.9 rebounds, 7.7 assists and 2.7 steals while shooting 51 percent from the field.
The Bucks are 6-4 over that stretch and had won six of seven before dropping consecutive games against Dallas and at Washington.
Milwaukee will look to spoil another historic win streak Friday night against a Heat team thinking revenge.
Head coach Erik Spoelstra hinted he felt the streak could help motivate the team through a long road trip.
Indeed, it could serve as more blessing than curse for a team short on challenges.
As a member of that 1972 Lakers team, Heat president Pat Riley can offer his team some insight on what it takes to overcome the pitfalls of a long season and take on each challenger one by one.
Because, for a team that has already clinched a playoff spot (the only team to do so thus far) and has the Eastern Conference's No. 1 seed virtually locked up (they currently enjoy a 9.5-game lead over Indiana with less than 20 games remaining), regular season goals can be hard to come by.
*All statistics come from www.basketball-reference.com unless otherwise noted