Golden State, playing without star Steph Curry, took a 58-44 lead into halftime as the Bucks struggled with field-goal shooting.
The Bucks rallied to take a six-point lead in the third quarter, but the Warriors went on a 16-0 run to reclaim the lead and hand on the win.
Kyle Kuzma led the Bucks with 22 points, while Giannis Antetokounmpo added 20 points and nine rebounds.
Dame Lilard was only 6/18 from the field and scored 16 points. Brook Lopez also chipped in 16 but it was not enough.
Milwaukee will now continue their West Coast trip on Thursday with a match up against the Los Angeles Laker at 9:30 p.m.
