The Bucks led the game from start to finish but had to hold off a furious comeback by the Heat in the second half.
Damien Lillard led the way for the Bucks with 37 points on 10 for 17 shooting and 8 for 13 from the three-point line. Brook Lopez added 13 points and Bobby Portis tallied 11 points.
A.J. Green hit two big three-pointers late in the fourth quarter to keep the Bucks in the lead and Taurean Prince hit two free throws with 1.2 seconds left to give Milwaukee the win.
A desperation three-pointer by the Heat's Terry Rozier fell short and the Bucks evened their record at 9-9 while now going 3-0 in the NBA Cup games.
Milwaukee will have a break over Thanksgiving and play the Washington Wizard on Saturday at Fiserv Forum at 7 p.m.
