Jennings went 5-of-7 from 3-point range and Larry Sanders chipped in with 10 points, eight rebounds and six blocks as Milwaukee emerged with a win in Boylan's first game behind the bench as interim coach.
Boylan was hired to replace Scott Skiles, who left the team Monday after he and the Bucks mutually agreed to part ways.
John Henson (12 points, 11 rebounds) and Ersan Ilyasova (12 points) helped the Bucks break a four-game losing streak.
Goran Dragic scored 21 points for the Suns, who suffered their 10th straight road loss.
Marcin Gortat tallied 16 points and 14 boards and Luis Scola provided 12 and 10 in the defeat.