Delfino hauled down 7 rebounds, Ersan Ilyasova contributed 14 points and 10 caroms off the bench, and Luc Mbah a Moute chipped in with 12 and 6 as the Bucks won for the eighth time in 9 games and held onto fifth place in the Eastern Conference.
Denver got 29 points apiece from Carmelo Anthony and Chauncey Billups in the loss, which ended the Nuggets' 2-game win streak.
Denver remained a half-game ahead of Dallas for second place in the West.
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