Wright said yesterday he was embarrassed that the explicit photos, which evidently were taken during a private video chat about a year ago, surfaced.
The Heat had no comment on the incident.
Earlier this season, the Trail Blazers' Greg Oden and Spurs' George Hill expressed remorse that private photos of themselves had been posted in separate events.
This is not the only time the Heat have had to deal with an off-court distraction from Wright this year. He was suspended by the team for two games earlier this month after he was arrested on charges of driving under the influence with a suspended license.