Jennings had 23 points and 10 assists, and the Bucks rallied from a 20-point second-quarter deficit for a 103-99 victory over the Mavericks on Monday night to stop Dallas' 12-game winning streak.
Andrew Bogut contributed 21 points and 14 rebounds, and Keyon Dooling added 16 points for the Bucks, who won their fourth in five games.
"They were on a winning streak, 12 games in a row, so to come in and get a win, it's big," Jennings said after the Bucks earned their third road victory in 11 tries this season.
Dirk Nowitzki scored 30 points and Shawn Marion had 14 for the Mavericks, who hadn't lost since Nov. 19 to Chicago. Dallas had won eight straight at home over the Bucks.
"This was a game we should have won, a game we clearly had under control," Dallas' Tyson Chandler said. "We let them back in it."
Dallas coach Rick Carlisle had been downplaying the streak, saying he was more interested in his team showing overall improvement. But the Mavs should have been on alert after wasting a 25-point lead on Saturday night before coming back to beat Utah.
"This kind of slippage we've seen all too often," Carlisle said. "I've got to coach harder, the players have got to be more conscientious, we've got to do better than we did tonight."
Jennings went 9 for 19 from the field, hitting 3 of 4 from 3-point range
Carlisle said Jennings' second-half body language indicated the Mavs were in trouble.
"He was very determined," Carlisle said. "You could see it in his eyes. He was attacking and we never took away his momentum."
With the game tied at 79, Marion hit a layup and Nowitzki swished a 3-pointer from the right wing on the next possession to give Dallas an 84-79 lead with 8:50 remaining.
But the Bucks stormed back with a 14-0 run capped by Ersan Ilyasova's 3-pointer with 3:32 to play for a 97-88 lead.
Bogut had two dunks and John Salmons drained a 3-pointer during the decisive run.
Dallas pulled within 101-99 on Nowitzki's two free throws with 32.8 seconds left.
Jennings missed a 21-footer with 18.9 seconds remaining, but Nowitzki couldn't connect from 7 feet with 10.6 seconds to go.
Dooling converted two free throws with 9.9 seconds remaining to stretch Milwaukee's lead to 103-99.
Caron Butler missed a 3-pointer for Dallas, and the Bucks rebounded to seal it.
The Bucks trailed throughout the first half, but they started attacking the basket after halftime and played with more intensity, pushing in front 75-74 entering the final quarter.
Milwaukee held a 16-6 edge in points in the paint in the third quarter and got 10 points from Jennings.
The Mavericks led 42-22 in the second quarter, but the Bucks answered with an 11-0 run and narrowed the gap at halftime to 52-43.
"It would have been easy to hang our heads and figure, 'They're a great club.' We battled back and were trying to get it to single digits by halftime," Milwaukee coach Scott Skiles said. "We came out in the third quarter with some nice juice."
Notes: Bogut fouled out with 1:06 left. He missed five of six free throws. ... Nowitzki drew a technical foul with less than a second left in the third quarter for protesting his fourth foul of the game. ... Bucks F Drew Gooden was back in the rotation after missing the previous five games with plantar fasciitis in his left heel. He had eight points and four rebounds. ... Mavericks PG Jason Kidd and Jennings went to dinner together on Sunday night. Jennings got some advice from the 16-year veteran on playing their position, and then they guarded each other during long stretches in the game. ... Before the game, Carlisle was talking about Nowitzki's improved defense. As if to prove his coach's point, Nowitzki had two blocked shots in the game's opening 4 minutes.