Mike Muscala registered a career-high 15 points, Cartier Martin tallied 14 and DeMarre Carroll added 13 in the win.
Atlanta (38-44) rested Paul Millsap in preparation for its upcoming playoff matchup with Indiana, the Eastern Conference's top team.
The Bucks (15-67), meanwhile, put a close on their worst season in franchise history with another loss, their 17th in the last 19 chances to close out the string.
Henson scored eight points during an 18-4 surge in the first quarter that helped the Bucks to a 39-25 advantage with 1:10 left in the frame. Atlanta scored four straight to end the period and cut the deficit to 10.
A 15-2 run from the Hawks in the second quarter cut the deficit to one, 56-55, with just over a minute left until halftime.
Knight then scored seven straight to put the Bucks up eight, but Scott buried a 3-pointer at the buzzer and the Hawks trailed 63-55 at the break.
Milwaukee led by seven in the third when Carroll dropped in a 3 that kicked off a 10-1 spurt to give Atlanta a 72-70 edge.
Lou Williams scored all nine of his points -- seven from the free throw line -- during a 9-2 late in the stanza. Williams capped it with a three-point play that gave the Hawks an 82-77 advantage. Milwaukee ended the frame on a 6-0 sprint that helped it to a one-point lead entering the fourth.
The game was tied at 87-apiece after a Chris Wright dunk, and Atlanta ran off 10 straight to take command of the contest. Milwaukee got as close as six down the stretch.