Now, they may have to figure out how to do so without him.
Jennings' status is uncertain when visiting Milwaukee looks to avoid a 10th consecutive loss to Chicago and a fourth straight overall in the back end of a home-and-home set Monday night.
The Bucks (6-5) haven't beaten the Bulls since April 6, 2010, in Chicago, with Jennings playing in the last seven defeats. He scored a game-high 23 points and added seven assists in Saturday's 93-86 home loss to the Bulls, who outscored Milwaukee 12-5 over the final five minutes.
"It was kind of a grind-it-out game and when it really came time to grind it out, they did it to us," coach Scott Skiles said.
Jennings expressed similar feelings. The Bulls won the previous meeting 106-104 on a Derrick Rose jumper at the buzzer March 7 in Milwaukee.
"It seems to always come down to the last few possessions and we just can't get it done," Jennings said. "We have to turn that around on Monday."
Milwaukee may have to do so without Jennings, who said he rolled and sprained his left ankle. He didn't rule himself out but also didn't commit to playing.
"It's really sore," Jennings said. "It is the same one I had surgery on so I was nervous. But I think everything will be OK."
Chicago coach Tom Thibodeau anticipates a tough contest whether or not Jennings is able to play.
"When we play them, these games can go either way," Thibodeau said. "They're hard-fought and tough. We've been fortunate to come out this way, but they're really good."
The Bulls (6-6) snapped a three-game skid with Saturday's victory, getting a season-high 22 points from Richard Hamilton and 22 points and a season-best 19 rebounds from Carlos Boozer.
Crunch time usually doesn't involve either player, but the veterans relished their rare fourth-quarter minutes, as Hamilton and Boozer played about eight apiece.
"It was nice to be out there and help this team get a win," Hamilton said. "It was a lot of fun out there. It was a game we needed to win."
Boozer has been criticized often during his tenure in Chicago while mainly being relegated to the bench late in games. He scored six points in the fourth Saturday, equaling his total in that quarter from his previous five games combined.
"I just go with the flow," Boozer said. "It's (Thibodeau's) show. He runs it."
Boozer, who is shooting 59.3 percent during Chicago's winning streak versus the Bucks, had totaled 17 points and 18 rebounds while hitting 8 of 22 shots over his previous two games.
The Bulls outrebounded the Bucks 54-40, including 20-10 on the offensive boards.
"We hung in there and really did a good job in the fourth quarter of getting some stops," Boozer said. "We were hustling and that was the key to getting a lot of our second opportunities."
Chicago has won 12 of the last 13 meetings at the United Center.