Never one to be kept quiet, Warne bounced back from his underwhelming BBL debut last weekend to take 1-22 off his four overs and turn the match.
He upstaged Test quick Ryan Harris' comeback for the Heat.
Back after a hip injury cut short his Test tour of South Africa, Harris took 1-31 off four overs before his unbeaten 55-run eight wicket stand with Michael Neser gave the Heat some hope of victory in front of a record BBL crowd of 29,241.
Needing 20 runs off the last over to win, the Heat just fell short at 7-169 despite big hitting by Neser (30 not out) and Harris (25 not out).
Warne caught Peter Forrest (12) next over before his tight bowling led to the runout of Andrew Robinson (one) and suddenly the Heat had gone from 2-85 to 5-100 in the 12th over.
They never recovered despite Neser and Harris' efforts.
Earlier, Rob Quiney's 60-ball 97 helped lift the Stars to 7-177.
Quiney put on a 59-ball, 105-run third wicket stand with David Hussey (45 off 33 balls while Nathan Hauritz took 3-18 off four overs for the Heat.
Harris, who is in the mix for the Boxing Day Test, bounced back well to claim the prized scalp of Quiney after conceding 14 runs in his second over.
"I was pretty happy with the areas I bowled but they were in Test match mode - it just wasn't good for Twenty20 cricket," Harris laughed.
Clint McKay took 3-22 for the Stars to also help reel in the win-less Heat who thrashed 21 runs off the second over of the innings by South African import Jade Dernbach.
Earlier, Quiney was caught on the second last ball of the Stars' innings looking to bring up his ton.
"I was cooked. I just couldn't muscle it over the boundary," Quiney said.
Test aspirant - Heat allrounder Dan Christian - took 1-42 with the ball and 18 with the bat.
- AAP
