Milwaukee had a 61-55 advantage with just over four minutes to play, but the Kings went on a 15-4 run to finish the game.
Three Bucks finished in double figures: Sterling Brown (12 points), Rashad Vaughn (12) and Gary Payton II (11).
Vaughn struggled from the field (4 of 18) and sunk just one of seven attempts from the 3-point line.
Reggie Upshaw Jr. grabbed seven rebounds off the bench to lead the Bucks. Former Wisconsin Badgers guard Bronson Koenig had six points in 14 minutes.
Starting 5: Milwaukee started Brown, D.J. Wilson, Tim Kempton, Vaughn and Payton.
Rookie report: Second-round pick (acquired from the 76ers) Sterling Brown finished with 12 points, six rebounds, four assists and three steals in 26 minutes. First-round pick D.J. Wilson had two steals, five rebounds and seven points on 3-of-11 shooting. Two of his seven points are worth watching: