The Nets' season came to an end Wednesday night, as Brooklyn lost to the Heat 96-94 in Game 5 of the Eastern Conference Semifinals.
Miami won the second-round series 4 games to 1.
"It's tough, man, because we felt this was obviously a game we should have won, and going back home to Brooklyn," said Nets guard Joe Johnson.
"When you play in close games when you're on the road, you have not a lot of room for error. It's always a game of inches," said Nets forward Paul Pierce. "We just came up short."
The two-time defending champion Heat now move on to the Eastern Conference Finals against either the Pacers or Wizards.
Fans crowded into bars here in the city to cheer on the Nets, but the mood turned as Miami stormed back to take the game.
Fans argued that some bad calls by the referees cost Brooklyn the game.
When asked if he felt they were robbed, one fan said, "Yeah. That was a bad no call. I mean Definitely, Joe Johnson got fouled. But hey, my hat's off to Miami."
"Some extremely bad no calls and just tough breaks in the end. Without the calls, you can't win. We get a couple of those calls, it could've been a game," said another fan.