Dwyane Wade scored 18 points and the Heat held the New Orleans Hornets to a franchise low 25 first-half points en route to a 97-68 victory.
"We defended extremely well in the first half," Van Gundy said. "I don't have much to say. We played great early. They struggled early and that was it."
The Hornets shot 23 percent (8-of-35) from the floor in the first half. The previous franchise low for first-half points was 27 against Minnesota on November 9, 1990.
Miami shot 56 percent (23-of-41) and had a 26-14 rebounding advantage in the opening half, building a 56-25 lead that tied a franchise mark for halftime margin.
"We just wanted to come out to a fast start," Heat center Shaquille O'Neal said. "Coach has kind of been on us for slow starts. This was our first blowout. But it's not something I'm going to pop a bottle of champagne to."
Wade scored 11 points in the first half and helped shut down the Hornets during a 15-0 run over a 5 1/2-minute stretch of the opening quarter, giving Miami a 31-9 lead.
Damon Jones, Michael Doleac and Keyon Dooling scored 13 points apiece and O'Neal added 12 for Miami, which chalked up its 30th victory and posted a season high in victory margin.
Jones has been in danger of losing his starting job at the point due to a major shooting slump. But against the woeful Hornets, who are now 2-21 on the road, he found his groove again.
"I've been feeling good the last (13) games," Jones said. "But they haven't been going in. It felt really good to get a rhythm out there and win convincingly. Shooting is going to come and go and I'm going to live with it as an individual."
"It's great a guy can have a game like that, hit some threes, hit some other shots inside the line," Van Gundy said.
Miami was coming off a tough overtime loss to Indiana, something Hornets coach Byron Scott said didn't help his team's chances.
"We knew they were going to come after us," Scott said. "We prepared our guys and told them what they were going to do. We just didn't react quick enough."
Dan Dickau scored 16 points in the first three quarters for New Orleans (7-33), which had won five of its last eight games. All-Star guard Baron Davis missed his fourth straight game with bruised right Achilles tendon.
"They're the best team in the East and we have a lot of things to learn from them," Dickau said. "Defensively, when we went to double Shaq, we didn't have the right rotation and gave up some 3-point shots. Against that team, when you double inside, you're chasing people, and that's a team you don't want to chase."
And from the middle of the first quarter, chase is all the Hornets did.
"We knew they were going to be hungry," Hornets center P.J. Brown said. "They came in a little bit nasty after that loss the other night. "We just didn't show up. We weren't the same team that we've been the last few weeks."