Miami Heat guard and three-time NBA champion Dwyane Wade seems fearless on the court. He has been making headlines as a superstar since his league debut in 2003 and is ranked among its leaders in scoring average and assists per game.

So what could possibly be scary enough to keep Wade up at night?

It’s not the thought of missing a free throw or a three-point shot during a make-it-or-break-it playoff game. In fact, it has nothing to do with basketball.

“I've only had money since I've been 21 years old, even though I'm 36, so I went 20 years of my life where I didn't have nothing,” Wade tells CNBC Make It. "And so I still know what that struggle looks like, I still know what it feels like. It still makes me wake up out of my sleep some nights in a sweat, cold sweat, thinking I lost everything."

The basketball player grew up in Chicago and has opened up about his rough childhood, including his mother's drug use. He attended Marquette University in Milwaukee, Wisconsin on scholarship and really started to attract attention his junior year. Wade skipped his senior year of college to declare for the 2003 draft, when he was picked fifth overall by the Miami Heat. Wade played there for over a decade, then had stints with the Chicago Bulls and Cleveland Cavaliers before returning to Miami.

“For me, not growing up with money, my family not growing up with money, not knowing where your next meal will come from, those are things that drove me,” Wade says. “Those [are the] things that continue to live deep inside of me, that I just can't get rid of, right? It’s the thing that makes me work at everything the way that I do.”

And it's been a successful ride so far. In 2017, Forbes ranked him as the sixth highest paid basketball player, with a salary of $23.2 million and total earnings of $36.2 million. Wade has partnerships with Gatorade, Amazon Fashion, The Tie Bar and luggage company Away, plus he’s the co-founder and CEO of sock company PKWY.

Mike Ehrmann | Getty Images

Since his career has skyrocketed, Wade bought his mother — who turned her life around — a church. She's now sober and a Baptist pastor.

But Wade’s upbringing had a lasting impact on how he approaches money.

“The fear of not having is a terrible feeling,” Wade says. "That never goes away.

“It’s something that I carry when I talk to my kids about money, when I talk to them about even the money I give them," says Wade, who has three sons from previous relationships and is now married to actress Gabrielle Union. "It’s really trying to do something to them that I didn't have, to have somebody really educate me on the importance of savings.”

But Wade admits he wasn’t always savvy when it comes to money. When he was first drafted in 2003, he earned a salary for the 2003-2004 season of almost $3 million. He intended to be smart about it.

“When I first came in, I remember looking at my contract, I remember thinking, ‘Oh, if I just save a million dollars a year, that’s good,’” Wade says. “And I didn't do that. I wasn't saving money, I was spending it as it was coming in," on things like nice cars, he tells CNBC Make It.

Wade says if he could give financial advice to his younger self, he'd tell 21-year-old Wade to listen to that gut feeling about saving.

“I would kind of stick to what I really know deep down inside, and deep down inside, it was like, I don't ever want to struggle again,” Wade says. “I don’t ever want to feel that, what I felt before. So start putting money away now, and I would have did that.”

Like this story? Subscribe to CNBC Make It on YouTube!

This is what wakes up Dwyane Wade in the middle of the night, in a 'cold sweat'