Following three collegiate seasons at Illinois and one at Oakland, Nunn went unselected in the 2018 NBA Draft. He spent the 2018-19 season in the G League with the Santa Cruz Warriors, averaging 19.3 points, 3.8 rebounds, 2.8 assists and 1.4 steals. In April of 2019, Nunn signed a contract with the Heat. He made his NBA rookie debut Oct. 23 in a win over the Grizzlies, totaling 24 points, three assists, two rebounds and two steals in 27 minutes. During a win over the Hawks on Dec. 10, Nunn scored a career-high 36 points, adding six rebounds, four assists and one steal. Less than a month later, in a win over the Raptors on Jan. 2, the guard set a personal best with nine assists. On Mar. 2 against the Bucks, Nunn grabbed a career-high eight rebounds, adding 13 points, two assists and a steal. Against the Raptors on Aug. 3, Nunn blocked a career-high two shots. Eleven days later against the Pacers, the rookie swiped a career-high three steals while also providing 23 points, four assists, two rebounds and a block. For his performances during the regular season, he was named to the All-Rookie First Team. During the first three rounds of the playoffs against the Pacers, Bucks and Celtics, Nunn averaged 3.2 points, 1.2 rebounds and 1.0 assists. In the NBA Finals against the Lakers, Nunn stepped up his game, averaging 10.5 points, 3.5 rebounds and 1.8 assists. Nunn's best playoff performance was Game 1 against the Lakers, when he recorded 18 points, five rebounds and two assists with no turnovers in 20 minutes.