During an interview with ESPN's Rachel Nichols on The Jump, Wade described his retirement tour as a "surreal" experience.
"It's like you have this vision on how you want things to go. ... "It's the end of something beautiful," he said.
Wade also mentioned he's not worried about LeBron James as the Los Angeles Lakers star prepares for his first playoff-free offseason since 2004-05.
"I'm not concerned for LeBron James," Wade said. "Realization is going to knock you in the head."
Speaking from his experience with injuries, Wade noted he hopes James is able to avoid physical problems after a groin injury cost him 17 games in December and January.
As Wade has been given ovations from opposing fans around the NBA all season, he pointed out it might not have happened if Carmelo Anthony didn't talk him into returning after a difficult 2017-18 campaign:
Wade also pointed out he might try to take over Miami's regular-season finale against the Brooklyn Nets on April 10, but he was sure to emphasize it won't be like Kobe Bryant's last game.
"Kobe set this unbelievable, impossible bar," he said. "I'll see if I can get 40."
There could be a complicating factor for Wade in that scenario. The Heat are still fighting for a playoff spot in the Eastern Conference. They are currently one-half game behind the Brooklyn Nets and Orlando Magic in the final two spots.
If the Heat have a chance to clinch a playoff berth on the final day, Wade might have to be more diplomatic to keep his career going for at least four more games.
Regardless of what ends up happening over these final four games, Wade is going out on a fairly high note. The 37-year-old is tied for second on the Heat with 14.5 points per game and is tied for third with 4.1 assists per game.