The star-studded Miami Heat know it is a crying shame they have struggled to win the close games and tears of frustration were shed in the lockerroom on Sunday after their 87-86 loss to the Chicago Bulls.

The Heat, whose signing of free agents LeBron James, Chris Bosh and Dwyane Wade last summer raised expectations of a new super team in the NBA, failed at the buzzer again and lost their fourth game in a row as James and Wade missed last-gasp shots.

"We've got to be stubborn enough to continue to put ourselves in that position and find the resiliency to break through," Heat coach Erik Spoelstra said.