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.
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