Julius Randle top scored with 32, followed by Derrick Rose’s 23 off the bench and RJ Barrett’s 20.
Milwaukee started quickly and amassed a 38-17 lead late in the first quarter but the Knicks slowly pegged them back at the Fiserv Forum.
New York took back the lead late in the third through an RJ Barrett layup and pressed on from there, with Julius Randle top scoring with 32, followed by Derrick Rose’s 23 off the bench and Barrett’s 20.
The Brooklyn Nets won their fourth game on the bounce after an uneven start to the season with a 96-90 victory against the Detroit Pistons.
Kevin Durant had 29 points and 10 rebounds, and teammate James Harden finished with 13 points, 10 rebounds and as many assists for his second triple-double against the Pistons this season and 60th in his career.
Paul George scored 21 to help the Los Angeles Clippers to a 104-84 win over the Minnesota Timberwolves, while the Golden State Warriors improved to 7-1 with a 126-85 victory over the New Orleans Pelicans.
The Sacramento Kings swept to a 140-110 win over the Charlotte Hornets with Richaun Holmes finishing with 23 points and 20 rebounds, the Indiana Pacers were downed 110-106 by the Portland Trail Blazers and the Cleveland Cavaliers rallied to see off the Toronto Raptors 102-101.
Elsewhere, the Washington Wizards saw off the Memphis Grizzlies 115-87 and the Orlando Magic lost 102-89 to the San Antonio Spurs.