Andrew Bogut added 17 points and grabbed 15 rebounds in Milwaukee's first back-to-back win since early January.
Dwayne Wade scored 21 points, but the Heat shot a mere 37.2 percent from the field as a team and slipped for the third time in their last four games.
Jermaine O'Neal finished the night with 15 points and 10 rebounds.
Milwaukee generated a 17-4 run in the second quarter to take a 56-38 lead at the half. The Bucks' momentum continued in the third quarter with double-digit leads that approached 20 points numerous times.
The Heat rallied in the fourth quarter and chiseled the gap down to single digits in the stretch. Milwaukee led 89-84 with 58.6 seconds to play but Jennings scored the game's final six points to snuff out the rally.
Copyright 2010 United Press International, Inc. (UPI).
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