"I overthrew it," Davis said. "He was open for a shot. It's all about execution. I just overthrew the ball. That's all."
Davis said the close game was something the team could learn from, especially early in the season.
"We'll fix it," he said. "We'll go back to the drawing board, look at film and see what we can do better. We stayed in the game the whole time. We had the lead sometimes. We've got to learn from our mistakes. We've got to talk more. Our communication's got to get better."
Hornets head coach Monty Ellis wasn't happy with the turnovers and poor defense under the Bucks' basket.
"I see 20 turnovers and 16 offensive rebounds that we gave up," he said. "Some of these things I expected with a young team, but we need to be better as a team."
His 3-pointer gave the Hornets a 94-91 lead to start the fourth, but the Bucks answered with an 11-2 run sparked by two three-pointers from Beno Udrih and one from Jennings for a 102-96 lead with 8:12 to play.
The Bucks were coming off a 99-85 victory over Indiana on Wednesday night, while the Hornets were beaten 110-95 by Oklahoma City on Friday night. The Hornets have lost four of five.
Ellis and Jennings each had nine assists in Milwaukee's rare win against the Hornets. Milwaukee had dropped 11 of the last 12 meetings dating to Jan. 30, 2006. Their last victory was Feb. 24, 2010, 115-95.
NOTES: Milwaukee scored 60 points or more in the first half for the third consecutive game. ... The Hornets shot 64.7 percent (11 of 17) in the first quarter. ... The Hornets shot 60 percent through three quarters, then shot 38 percent in the fourth. ... The nine assists was a season-high for Ellis. ... With his 11 assists, Vasquez has seven or more assists in five consecutive games.