The Heat have won their last four meetings with the Bucks, including a 97-93 victory at the Bradley Center on November 19. Milwaukee has not defeated Miami since an 86-84 win on November 8, 2001.
The Bucks have lost their las three visits to American Airlines Arena dating to November 28, 2000.
Milwaukee snapped a three-game losing streak with a 120-94 rout at home over the Atlanta Hawks on Tuesday.
Gary Payton had 24 points and 10 assists and Cassell added 28 and seven for the Bucks, who has lost seven of their previous eight games.
Milwaukee is 2-3 since adding Payton, who is averaging 22.4 points in his first five games. Cassell is averaging 21.8 points during that span.
Milwaukee has lost four of its last five road games and is 12-16 away from home this season.
Miami snapped a three-game losing streak with a 93-83 victory over the Washington Wizards in the opener of a five-game homestand on Sunday.
Miami has won its last two home games and is 13-15 at American Airlines Arena.