Milwaukee was hot early from 3, but Phoenix hit them when it mattered.
Giannis Antetokounmpo played like a two-time MVP, but misfired on the final shot at the buzzer as Suns survive, 125-124, Wednesday night before 1,491 fans at Phoenix Suns Arena.
Winners of four straight and six of its last seven, Phoenix (15-9) withstood a 47-point performance by Antetokounmpo and 16 Milwaukee 3s to remain unbeaten in seven-game homestand.
The loss ended a five-game winning streak for the Bucks (16-9).
Devin Booker scored a team-high 30 points and Chris Paul went for 28 as all five starters scored in double figures.