McCullum also had a night to forget as surprise Aussie Test call-up Marcus Stoinis propelled the Stars to a thrilling five-run win at the MCG.
The Stars struggled to 8-134 after they were sent in on Sunday night, but the Heat's big guns failed to fire chasing the modest target, making 8-129 from their 20 overs.
Man-of-the-match Stoinis continued his impressive run of form, topscoring for the Stars with 43 runs from 29 balls and taking 4-21 from four overs.
The Heat looked in control at 4-111 in the 17th over when Stoinis removed Matt Renshaw for a well-made 45 from 43 deliveries.
The all-rounder then struck twice in the 19th over, dismissing Jimmy Peirson and Ben Cutting, leaving the Heat in need of 14 runs off the last over. But former West Indies star Dwayne Bravo applied the clamps at the death to help his side to a stunning win.
"I think it's really starting to click for us," Stoinis said. "We've got a really calm group, everyone is really measured, it feels like there are no accidents. We're covering a lot of bases so it's exciting times."
Peirson, who shared a 67-run partnership with Renshaw, made 26 from 23 balls, but the Bash Brothers — McCullum and Chris Lynn — fell for 13 and a duck respectively.
Earlier, the Stars were poised to lift the scoring tempo at 0-63 after eight overs, but wickets fell regularly after Stoinis was trapped in front by Ben Cutting.
Ben Dunk, who made an unbeaten 72 in his last innings, departed for 24, with Glenn Maxwell (3), Peter Handscomb (6) and Nic Maddinson (18) failing to have much of an impact.
Cutting was the pick of the Heat bowlers with 2-10 from his two overs. The Stars' sixth win of the season moved them into the third spot on the BBL ladder, while the Heat, with three wins from 10 games, are long shots to make the finals.
