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MILWAUKEE (AP) -- Milwaukee coach Scott Skiles was quick to point out the Bucks' defensive problems.

'Our defense was embarrassing, pretty much from start to finish,' Skiles said after Monta Ellis scored six of his 22 points in the final 2 minutes to help the Bucks hold off the New Orleans Hornets 117-113 on Saturday night for their third straight victory.

'Neither team could stop each other, and we were fortunate to get a big block, make a couple of big baskets. It felt like that type of game, whoever had the lead with a couple of minutes to go was probably going to win the game, because nobody could stop anybody.'

Brandon Jennings also had 22 points, and Mike Dunleavy added 17, 16 of it in the first half, for Milwaukee, 6-2 in its best start since opening 9-1 in 2001-02.

Top overall draft pick Anthony Davis had a season-high 28 points and tied his season high with 11 rebounds for New Orleans. Ryan Anderson added 20 points for the Hornets.

Scoring wasn't the problem for the Bucks, but almost everything else was.

'We played well offensively. We moved the ball like we always do. We scored,' Skiles said. 'That was not an issue tonight. They played last night and right from the beginning had more energy than we did. We just weren't sharp at all.'

The Hornets lost to Oklahoma City 110-95 on Friday night, while the Bucks hadn't played since Wednesday night in a 99-85 victory at home over Indiana.

Davis shot 10 of 14 from the field, made eight of nine free throws and had 11 rebounds.

His consecutive three-point plays to pull the Hornets to 110-108 with 2:02 to play, but Ellis hit a 20-footer falling away from the basket for Milwaukee.

Anderson tipped in a miss for New Orleans, and Ellis hit another jumper for the Bucks. After Anderson missed a shot from in close, Milwaukee's Larry Sanders missed a layup, then made up for it when he blocked Anderson's driving shot with 18.9 seconds to go and the Bucks clinging to a four-point lead.

Anderson said that was a tough call that could easily have gone the other way.

'I saw a very clear path to the rim,' Anderson said. 'I thought I got fouled. I went strong. To be honest, I really was expecting a call there, but you know it happens. Obviously, late (in the) game, they don't want to make a potentially questionable call. It's tough. It's tough because it was a game obviously we wanted to win.'

The Bucks controlled the ball, forcing Roger Mason to foul Jennings, who made one of two free throws for a 115-110 lead with 12.3 seconds to go.

After a timeout, Anderson hit a tough 3 with 4.8 seconds left. Greivis Vasquez immediately fouled Ellis and he made both free throws to cap the scoring. The last chance for the Hornets came when Davis' inbound pass went across the court and off Mason's hands as time expired.

'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.

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