Utah trailed by six after one period, but built an eight-point lead by halftime and expanded it during the final two quarters while winning for the fourth time in five games.
Jefferson and Millsap both scored 19 points and Enes Kanter came off the bench to produce 17 points and nine rebounds.
Utah held Milwaukee to 35 percent shooting and outrebounded the Bucks by 13. Milwaukee lost both games in a brief western road trip.
Brandon Jennings and Ersan Ilyasova both had 17 points for the Bucks.
Notable deaths of 2014 [PHOTOS]
Michael Sam cut from the Dallas Cowboys