"It's tough, tough to be in this position," Gooden said.
"It's tough to lose games against teams that are not in the fight or in the race for the playoffs. Then again, we can't say this is the most disappointing loss of the season," he said. "It shouldn't have come down to this game or the next game."
Nene and Kevin Seraphin both had 14 points for Washington, which has won four of six. On Monday, the Wizards beat Eastern Conference-leading Chicago on the road.
Washington, which started the season by losing 12 of its first 13, has embraced the role of spoiler.
"I think they might like it -- the way they're playing," coach Randy Wittman said. "We want to be Milwaukee. We want to be in the hunt, but if we're not, let's cause some grief coming down the stretch."
Nene missed the previous 10 games with a left foot injury. His return was announced by the team on Twitter 10 minutes before the game. He converted a three-point play with 7:50 to play to give Washington a 99-87 lead.
The Bucks closed within 112-109 on Jennings' 3-pointer with 1:14 to play, but the Wizards held on.
"They just had way more energy than us on both ends," Jennings said. "I guess just going out with pride, I guess that's what they're playing with."
Before they play the Sixers, the Bucks have to play New Jersey and Toronto, and finish on April 26 at Boston. They have little time to recover before the game at Indiana.
"We're going to have to come out with a lot of energy and just play that game like it's our last," Jennings said.
Ersan Ilyasova had 13 points and Ellis scored 10 in the first quarter to help Milwaukee take a 31-28 lead. Ilyasova was held to one free throw over the final three quarters. In the second quarter, Jennings had 12 points to help the Bucks to a 62-60 halftime lead.
Gooden made a unique three-point play with 8:06 to play in the second quarter. He threw a ball against the backboard, caught his own rebound, laid the ball in, was fouled by Washington's Cartier Martin and made the free throw.
The Wizards took the lead with a 10-0 run that bridged the end of the second and beginning of the third quarters to take a 67-62 lead. They increased it to 81-72 and led 88-81 after three.
Before the game, Skiles was fully aware of the implications of the game.
"We have one fortunate thing going for us in that we do play Philadelphia," Skiles said. "There is a night coming up here where we have full control. We need to make sure that we're in position for that night."
Wittman said chances were "probably slim" that F Andray Blatche, who hasn't played since March 18 because of "conditioning problems" would return this season. At Wednesday's shootaround, Blatche told reporters: "I cut my hair. That's five pounds right there." ... Bucks F/C Larry Sanders didn't play because of stomach flu. ... Milwaukee had won 14 straight games over teams with records below .500. ... Crawford played despite an injury to his right ankle.