The back-to-back defending NBA champions went down 134-111 as their record slipped to 10-2 for the season.
The Bucks had five players with over 15 points as the entire team chipped in for a huge victory on the road.
And salt was rubbed into the wounds for Golden State when star man Steph Curry picked up a muscle injury during the third quarter at Oracle Arena.
While trying to contest an Eric Bledsoe pass to Giannis Antetokounmpo, Curry immediately pulled up and was in grimacing in pain while clutching his left groin.
ESPN reporter Shams Charania later said on Twitter that the two-time MVP had suffered a left adductor strain after Curry hobbled off court to the locker rooms.
But many NBA fans weren’t convinced by the legitimacy of the All-Star point guard’s fitness problem.
By the time of his injury – with 6:50 left of the third quarter – Curry had just 10 points in 26 minutes of five-for-14 shooting from the field.
He failed to sink any of his four three-point attempts on an off night for the 30-year-old and also had six assists and a single assist.
But fans on Twitter believe Curry’s injury was specifically related to his poor performance.
One said in response to Charania’s tweet: “He always injured when he’s horrible.”
“Warriors getting worked and Steph ‘gets injured’ lollll this dude…” tweeted another.
One more joked: “Did the MRI check his pride…? That’s usually a nagging thing for him anytime he has a bad night lol.”
And plenty more suspected that the Warriors star was faking his muscle strain.
Another unconvinced NBA fan wrote: “Warriors ALWAYS pull this BS. Anytime Curry plays like garbage Golden State’s PR & medical team are sure to come out with a random injury report. I put almost no weight in his “injury” tonight.”
Warriors coach Steve Kerr did not confirm the extent of the damage post-game.
He revealed to journalists: “I think he’s going to get an MRI tomorrow.”
Golden State were already without Draymond Green and Shaun Livingston due to foot injuries, meaning they may be short of point guards when they face the Brooklyn Nets on Sunday (1.30am UK time).