Wade's visit was a surprise to the students, and a Heat spokesman said the shooting guard arranged the visit on his own.
Some students said he surprised them in the cafeteria, leading to a large crowd surrounding the basketball player.
"I just wanted to come and say that I'm inspired by all of you," Wade told the students. "I'm proud to say I'm from this state because of you guys, because of the future of this world because of you guys, so I just say, 'Thank you, man.'"
Students expressed their gratitude on social media to Wade for the surprise visit.
"Much appreciation goes out to Dwyane Wade for visiting our school and showing his support," Ryan Deitsch posted on Twitter. "Changing the world, one dribble at a time."
Another student called the Wade visit the "greatest moment of my life."
Broward County Public School Board member Dr. Rosalind Osgood said Wade took time to speak with many students at the school, giving them "joy and hope."
"It was phenomenal to our school family today to have a fresh breath of air and Dwayne Wade, who is way more than just an awesome basketball player. He's a great person, a humanitarian. He took so much time talking to our children, talking to them about his life growing up in Chicago with a lot of gun violence, listening to them as they talked about the March on Washington and then our future plans to register voters," Osgood said.
Students told Local 10 News that Wade lifted their spirits.
"It was just nuts. He's one of the best basketball players ever right now, and he's just incredible, and it was just unreal to see him at the school supporting us," Jonathan Blank said.
"Dwyane Wade -- I mean, he lit up the whole school. Everyone was happy," Cooper Brockwaor said.
One of the victims killed in the Parkland shooting, Joaquin Oliver, 17, was also a Wade fan and was even buried in the athlete's No. 3 jersey.
Wade said he is dedicating his season to Joaquin.
After meeting with students Wednesday, Wade tweeted that he looks forward to being involved in the change that Douglas students have been fighting for ever since the Feb. 14 shooting that left 17 dead and 16 others injured.
"I just had a great conversation with some of the students at Stoneman Douglas High School about some important/impactful things that they have planned," he wrote. "I'm looking forward to being more involved in the change that they WILL create. #MSDStrong."