"I just started being more aggressive," said Jennings, whose third-quarter run included making five 3-pointers in seven attempts. "I was just trying to figure out a way to pick us up."
Jennings hit three consecutive 3-pointers midway through the quarter that quickly turned a 55-51 Warriors' halftime lead into a 74-65 advantage for the Bucks. Milwaukee ended up scoring 35 points in the game-changing quarter.
"Once I get it going, I get it going. I think it fed off to my teammates," Jennings said. "They got it going. Larry (Sanders) started getting some blocks and Sam Dalembert even came in and gave us some good minutes."
Sanders had 16 points and 11 rebounds and three blocked shots for the Bucks. Monta Ellis scored 20 points against his former team, while Ersan Ilyasova added 18 points and 12 rebounds.
Milwaukee coach Jim Boylan said he was convinced that Jennings, who also was held scoreless in the first half before scoring 14 second-half points in a 113-108 loss at Cleveland on Friday night, eventually would provide some offensive spark for the Bucks.
"He's a competitor," Boylan said. "He was trying to move the ball a little bit in the first half, but we needed him to score. He came out in the second half and did what we needed him to do for our team, and that's what he's done for us all year. That's what we expect from him."
Jennings wasn't the only Bucks player to find success from 3-point range. Milwaukee finished 13 for 30 from beyond the arc, after hitting a season-high 14 3-pointers in a loss to Cleveland on Friday night.
Golden State has lost four consecutive games in Milwaukee and hasn't won a game at the Bradley Center since 2008.
"Regardless of who you are playing, if you don't put forth that effort for 48 minutes, you aren't going to beat anybody," said Golden State guard Jarrett Jack, who had 13 points, including three 3-pointers in the third quarter.
"I just try to have concerted effort, try to come in and give my team energy. We had kind of a down period in the third quarter, coming out of halftime. They made tough shots to go along with it."
Golden State coach Mark Jackson wasn't pleased with his team's rebounding effort.
"We've got to get back to who we are," Jackson said. "We're not rebounding at the same level and it's hurting us. It's costing us ballgames. When you allow a team to dominate you on the boards and get second-chance points it sucks the life out of your defense."
The Bucks' game plan called for aggressive play, Sanders said.
"Second effort, third effort, that was the emphasis, staying around that basket and playing physical. It worked in our favor tonight," Sanders said.
The Bucks held an eight-point lead late in the fourth quarter, but a 3-pointer by Curry cut it to 98-93.
After Ellis hit a jumper for the Bucks, a 3-pointer by Jack cut the Bucks' lead to 100-98 with 53 seconds remaining.
Ellis' 3-pointer with 32 seconds left gave the Bucks a five-point margin.
Jennings added two free throws to build the lead to 105-98. A Lee tip-in brought Golden State to within five points with less than 15 seconds left.
Ellis made two free throws for a 107-100 Bucks lead. He hit two more from the free throw line following a Lee basket to account for the final margin.
A 3-pointer from the top of the key by Golden State's Richard Jefferson as time expired gave the Warriors a 26-23 lead after the first quarter. Curry had 12 points in the period.
Golden State built a 20-13 lead, but the Bucks rallied to tie the game at 23 on back-to-back 3-pointers by Beno Udrih.
The Warriors led 55-51 at halftime, with Curry leading the way with 20 points, including three 3-pointers. Sanders led the Bucks with 12 first-half points. Mike Dunleavy added nine points on three 3-pointers to open the second quarter.
Milwaukee opened the third quarter on a 23-10 run. Jennings' fifth 3-pointer of the period gave the Bucks a 74-65 lead. Milwaukee held an 86-74 advantage at the end of the quarter.
There was no sign at the arena of the bat that repeatedly disrupted the Marquette-Providence men's basketball game earlier in the day. ... Warriors center Andrew Bogut, who was inactive for the game, made his first appearance at the Bradley Center since being traded, along with Stephen Jackson to Golden State last March. Bogut was the No. 1 overall pick in the 2005 draft. ... Bucks forward Larry Sanders extended his streak with at least one blocked shot to 29 consecutive games, tying San Antonio's Tim Duncan. ...Golden State forward David Lee had his 27th double-double of the season, matching Memphis' Zach Randolph for the league lead. ... Milwaukee Brewers star outfielder Ryan Braun attended the game.
The Bucks have hit 27 3-point field goals in the last two games (went 14-28 at Cavaliers on Friday and then went 13-30 vs Warriors on Saturday).
It is the Bucks' 1st time this season with 10+ 3-point FGM in consecutive games (they did it twice last season).