Going to Miami and forming a super-team was supposed to end his title drought in his eighth season in the league.
It also can't buy you happiness, because it sure looked like Chris Bosh was crying as he walked into the tunnel after the game.
Maybe the Chicago Bulls didn't get to the finals, but there were allegations Miami was crying after losing to the Bulls late in the season that head coach Erik Spoelstra confirmed, and the tears spilled again Sunday night after the best laid plans of the Heat fell short.
While there were tears in Miami, there was joy everywhere else in the basketball world.
After the game, Cleveland Cavaliers owner Dan Gilbert tweeted, "Old lesson for all. There are no shortcuts. None."
His hope is still alive that his club can hoist the Larry O'Brien trophy before the most hated man in Cleveland does.
Once again he failed to deliver when the game was on the line. LeBron scored seven points in the fourth quarter, but his overall numbers of 21 points, six assists and six turnovers was not the line expected of a player of his stature.
The Heat were actually much better with him off the floor during the series. They outscored Dallas by 22 with him on the bench, but were bested by 36 when he was on the court.
It still didn't look like he wanted the ball when it mattered most. That's when a great player steps up and takes over a game, and he has yet to prove he can do that as he now falls to 0-2 in championship series.
In the post-game press conference he talked about how hard he works on his game in the offseason, and that he's going to continue to work on it to get better.
But has he gotten better, or is he pretty much the same player he was when he came into the league?
There has been improvement, but watching him play, you still don't see him do anything different than any other year in his career. He hasn't added anything to his game, so while he may be working hard, he's obviously working on the wrong things.
It was a bitter pill to swallow for him.
When asked how he feels about fans rejoicing now that his team has lost, he said, "At the end of the day, all the people that were rooting for me to fail.....at the end of the day tomorrow, they have to wake up and have the same life they they had before they woke up today."
"They got the same personal problems they had today, and I'm going to continue to live the way I want to live and continue to do the things I want to do with me and my family and be happy with that."
"They can get a few days or a few months or whatever the case may be on being happy about not only myself but the Miami Heat not accomplishing their goal, but they got to get back to the real world at some point."
To paraphrase, "They're happy now, but their lives suck, and I'm rich and can do whatever I want." It wasn't too hard to read between the lines, and sounds like sour grapes to me.
Now the Heat have a whole offseason and probably longer with a lockout looming to think about what could have been. It's not going to be a pleasant summer as the critics continue to pound them for the next several months.
After a slow start, it looked like they got it together as they steamrolled through the playoffs and were favorites to win their first ring in their first year together.
They were put together to win the title, and anything less was a failure.
How did that celebratory ceremony go again at their premature coronation when LeBron was asked about them coming together to win a championship? He said, "Not one, not two, not three, not four, not five, not six, not seven...
Maybe he should have just stopped at "Not one."