He made the interception in the first quarter of the Bucks' 104-102 win Sunday at the BMO Harris Bradley Center in Milwaukee, Wis.
The Bucks led 22-17, with about 1.2 seconds remaining in the opening quarter, when the Celtics prepared to throw the ball in. Celtics forward Marcus Morris stood on the baseline and decided to roll the ball in to guard Shane Larkin.
But Dellavedova was eyeing the play. He sprinted in from out of nowhere and stole the pass. He used his forward momentum to toss the ball up just before the buzzer sounded. The shot bounced off the backboard and went through the net.
Milwaukee closed out the quarter on a 17-5 run.
Dellavedova scored four points and had four assists and three rebounds in the win. Giannis Antetokounmpo scored 27 points and had seven rebounds and five assists for the Bucks. "The Greek Freak" also tipped in the go-ahead score with five seconds remaining.
Jaylen Brown scored a game-high 34 points and had eight rebounds for the Celtics.
"I just want to say good job to everybody because everybody played hard," Antetokounmpo told reporters. "Whoever stepped on the floor played hard and played together. The most important thing is that we trust one another."
The first round Eastern Conference playoffs series is now tied 2-2. Game 5 tips off at 7 p.m. Tuesday at TD Garden in Boston, Mass.