The video, which also featured Wade's wife, Gabrielle Union, played during a game between Wade's team Miami Heat and Cleveland Cavaliers at AmericanAirlines Arena in Florida.
In a clip posted to social media, Zaya can be seen appearing on the arena's big screen, expressing the pride she has in her father's NBA career.
As soon as she appears, the crowd begins to cheer.
Wade and Union have earned praise from members of the LGBTIQ+ community for the open and loving way they've approached Zaya's coming out.
Wade, who is closing out a 16-year career in the NBA, first discussed his daughter on The Ellen Show, where he said: “We are proud parents of a child in the LGBTIQ+ community, and we’re proud allies as well, and we take our role and responsibility as parents very seriously.”
On the same day, Union shared a video of Wade and Zaya riding in a golf buggy, writing: "Meet Zaya".
"She's compassionate, loving, whip smart and we are so proud of her."
Union added: "It’s Ok to listen to, love & respect your children exactly as they are. Love and light good people."