The Bulls had won three in a row and got off to a good start in this one when they finished the opening period with a 10-point lead. Jennings helped the Bucks take charge in the second half, however, and Milwaukee evened its road record at 8-8.
It was the fifth time this season Jennings had reached 30 points, with his previous scoring high being 34 in a win over Indiana on Dec. 18.
The Bucks have won both their games under interim coach Jim Boylan.
Carlos Boozer led Chicago with 22 points and 11 rebounds.
Celebrity Families of 2014 [PHOTOS]