MILWAUKEE -- There was one overriding thought going through Anthony Davis' mind as the final horn sounded on the New Orleans Pelicans' first victory of the season.

It wasn't relief, it wasn't celebratory and it certainly wasn't surprising. It was actually quite simple.

"It was about time,' Davis said following the Pelicans' 112-106 victory over the Milwaukee Bucks on Thursday night at the BMO Harris Bradley Center.

Davis certainly did his part, leading the way with 30 points and eight rebounds, but he certainly wasn't alone. Four of the five starters in New Orleans' starting lineup scored in double figures and the Pelicans shot 43.8 percent from the floor while knocking down 9 of 25 3-point attempts.

"It feels good to finally get one," Davis said. "We have to keep pushing, we have to keep working hard and playing our butts off. Tonight, though, it feels good that we finally got one."

Davis got things started with 15 points in the first half. The Pelicans led by seven at intermission and started to break things open in the third as E'Twaun Moore scored 14 of his season-high 20 points on 5-of-5 shooting.

"We tried to make sure they didn't go on a run," Davis said. "But even when they did, E'Twaun hit some big shots."

New Orleans led by as many as 15 during that stretch, but the Bucks found a way to claw their way back in the fourth, getting within five when Giannis Antetokounmpo opened the quarter with a jumper.

Greg Monroe fed Malcom Brogdon for a layup to make it a three-point game with 10 minutes left but the Pelicans responded with a 9-2 run to go up 10 on Moore's 16-footer with 7:41 left.

Milwaukee still wasn't done. The Bucks, fueled by a barrage of offensive rebounds got back within three when Antetokounmpo converted a three-point play with 40 seconds remaining but after getting a defensive stop, Matthew Dellavedova missed the second of two free throws that would have made it a 108-107 game with 15 seconds remaining and the Pelicans closed it out from the free throw line.

"It feels good. We've been close. We've played some good basketball but we kept coming up short," Pelicans coach Alvin Gentry said. "A win is a win. I won't look at anything negative about it right now. Those guys deserve it. The way they've hung in there and stayed together and stuck it out and fought ... I'm happy for our players."

The loss was Milwaukee's second in a row to a team that came into the game without a victory on the season and came despite three 3-pointers and a season-high 33-point effort from Jabari Parker.

"Jabari was great," Bucks coach Jason Kidd said. "He came out and played. He kept us in the game on the offensive end. At the end, we kind of made a game of it. You have to be perfect coming down the stretch, and we just weren't."

Antetokounmpo added another 17 -- along with 10 rebounds for his second double-double of the season -- and Maclom Brogdon finished with 10 but no other player reached double figures for the Bucks, who shot 44 percent from the field and were 6-of-18 from beyond the arc.

"For the most part, they were the aggressors," Kidd said. "They were playing as if they had won all their games. We were passive. When you play passive in this league, you will find yourself with a loss, and that's what happened tonight."

NOTES: The Pelicans came into the game tied for their worst start in a season since 2004-05. ... New Orleans assigned rookie F Check Diallo to Austin of the D-League. A 33rd-round pick by the Los Angeles Clippers last summer, Diallo was acquired in a draft-night trade and appeared in one game this season, grabbing a rebound and blocking a shot in six minutes. ... Bucks F Jabari Parker is averaging 20.8 points and shooting 52.5 percent from the field in his last four games. F Giannis Antetokounmpo is the only player in the league averaging at least 21.0 points, 8.0 rebounds, 6.0 assists, 1.5 blocks and 1.5 steals per game this season. ... The Bucks beat the Pelicans 117-113 earlier this month, snapping a 14-game losing streak in New Orleans but the Pelicans are 18-3 in their last 21 meetings with Milwaukee. ... Bucks F Steve Novak was inactive. He has appeared in just one game this season.