Michael Redd notched a record 57 points for Milwaukee but it wasn't enough as the Utah Jazz beat them 113-111.
His haul broke the Bucks' individual single-game mark of 55 set by NBA legend Kareem Abdul-Jabbar against the Boston Celtics in December 1971.
2004 All-Star Redd was 18-of-32 from the field, six-of-12 three-pointers and made 15-of-17 free throws.
The Jazz resisted some late pressure from the Bucks in the NBA's highest scoring game of the season so far.
Utah led by 24 points late in the second quarter before Redd willed Milwaukee all the way back, tying the game at 111-111 with six seconds remaining in the game.
On Utah's next possession, Matt Harpring slipped inside the lane for the game-winner.
Redd fittingly had the last shot shot of the game, but his 26-footer near the top of the circle bounced off the back rim.