"I don't feel like we're concerned," James said, per Dave McMenamin of ESPN. "We're not concerned. We know we can play a lot better. We have another opportunity to take a commanding lead on Tuesday. You relish that opportunity."
The Lakers still hold a 2-1 lead in the NBA finals despite the 115-104 loss.
The latest result appeared to change the tone of the series, which originally seemed like it would be an easy sweep for Los Angeles. The Lakers won the first two games by double digits, while injuries to Bam Adebayo and Goran Dragic put the Heat in an even tougher position.
However, Jimmy Butler led Miami to a surprising victory in Game 3 with 40 points, 13 assists and 11 rebounds.
The team defense was also much better while holding Anthony Davis to just 15 points, while Davis and James combined for 13 turnovers.
The players still see this as just a mild setback on the title run.
"Trust me," Davis said. "We'll be fine."
Los Angeles will get a chance to regain momentum and potentially take a 3-1 series lead in Game 4 Tuesday. The squad hasn't lost more than one game in any of the first three rounds, but Miami has shown it could present a tougher challenge this time around.