Jennings' season-high performance came with five rebounds and Monta Ellis contributed 18 points, seven assists and five boards for the Bucks, who blew a 16-point lead in the third quarter but later pulled away for the win.
Mike Dunleavy added 13 points and five boards as Milwaukee improved to 3-0 away from home.
Philadelphia's Jason Richardson (20 points) drained a trio of 3-pointers during the third-quarter run in his return to action following a sprained ankle.
Jrue Holiday netted 25 points with six assists but committed eight turnovers in the Sixers' loss.
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