The Bucks blew a 20-point lead in the fourth quarter, but recovered to beat the Cavaliers 119-116 at the BMO Harris Bradley Center.
Cleveland went ahead 107-105 late in the quarter on a Dwyane Wade three-pointer.
Milwaukee outscored the Cavs 14-to-9 the rest of the way to earn the victory.
LeBron James finished with a game-high 39 in the loss, hitting on 6-of-11 from deep.
Cleveland had its five-game winning streak come to an end.
They host the Bulls tomorrow.