Jennings hit a 3-pointer at the buzzer to give the Bucks a 105-102 victory over the Cleveland Cavaliers on Saturday night.
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"It was actually an ugly game for us," Jennings said a few minutes after he led a wild celebration on the court. "It wasn't our best performance but if we want to get over the hump these are the games we need to win."
The referees used video replay to confirm the shot left Jennings' hand with one-tenth of a second left on the clock.
Mike Dunleavy had 29 points, 12 rebounds and six assists for Milwaukee, which trailed much of the game. He threw a perfect inbounds pass to Jennings at the top of the key and the Bucks guard swished the winning shot with Cleveland center Anderson Varejao running at him.
"I was thinking about calling a timeout," Dunleavy said about the play not developing quickly. "He got it with a nice rhythm coming off his left hand."
Cleveland coach Byron Scott hinted that maybe the clock started late on the decisive final play.
"I don't want to get fined, but I am not going to say nothing about the clock starting late on the last shot," he said. "They have to figure out a way to do something about that.
"Bottom line is either it doesn't count or you take it out again," he said. "You're looking at it again in your locker room a couple times, the shot shouldn't have counted."
Scott said he would send tape of the play to league offices.
Kyrie Irving scored 27 points for Cleveland, tying the game with seven-tenths of a second remaining on a driving layin over Ersan Ilyasova and Ekpe Udoh. Dunleavy then inbounded from the top of the 3-point line to Jennings, who hit the winning shot and celebrated by joyously running the length of the court to his teammates.
"We run that play every day in practice so I knew I'd get a good open look," Jennings said. "I knew I had a chance at hitting it."
The Bucks (2-0) used a late 12-2 run to take overtake Cleveland (1-2), which was opening a six-game road trip.
"To be 2-0 right now feels good," Dunleavy said. "You can't do any better than that. We feel like obviously we have a lot of room to improve, but it's a nice start."
Milwaukee took a 102-95 on the late run, but Irving converted a three-point play and hit a pair of free throws to bring Cleveland within 102-100 with 33.6 seconds to go.
Jennings then missed a running jumper with 10 seconds left, but the ball went off Varejao out of bounds with a tenth of a second left on the shot clock.
Dunleavy inbounded to Jennings who scored on a quick jumper but referee Kevin Fehr waived it off as a shot clock violation. The call was confirmed during video replay and Cleveland took possession with 9.2 seconds to go.
Irving then used a pick by Varejao to get around Jennings and lifted a high shot over Ilyasova to tie the score a 102 with seven-tenths of a second to go.
Jennings scored 13 points and had 13 assists. Larry Sanders had a career-high 17 points before fouling out late in the game.
Milwaukee coach Scott Skiles said during the preseason he wanted Dunleavy coming off the bench to ensure some scoring when the second unit was playing. The veteran forward made 10 of 12 shots, including six of seven 3-pointers, in 35 minutes.
Milwaukee beefed up its roster during the off-season by drafting John Henson, and acquiring Samuel Dalembert and Joel Przybilla to bolster its inside defense. But with Henson out due to injury and Dalembert and Przybilla playing limited minutes, Varejao was able to dominate in the post, scoring 20 points on 10 of 13 shooting while grabbing 17 rebounds.
- Przybilla made his season debut in the second quarter and was whistled for a technical foul for arguing after playing only 2 minutes.
- Alonzo Gee scored nine points in the first 4:34 of the game.
- North Carolina coach Roy Williams was sitting courtside at the game. Cleveland's Zeller and the Bucks' Henson both attended UNC.
- Henson is out with a sprained left knee, but may return Wednesday when the Bucks host Memphis.