The Phoenix Suns received a "tough lesson" in Game 3 of the NBA Finals against the Milwaukee Bucks, but head coach Monty Williams expects his players to bounce back from the defeat.

Having won the opening two games of the best-of-seven series in Phoenix, the Suns went down 120-100 to a determined Milwaukee team on Sunday. 

Giannis Antetokounmpo posted 41 points - making him the first player to reach 40 in back-to-back outings in the NBA Finals since LeBron James in 2016 - but it was far from a one-man show for the Bucks, as four other players also reached double digits.

Williams had warned his team to expect a backlash from their opponents, whose aggressive approach - Milwaukee had 13 offensive rebounds and attempted 26 free throws - helped spark life into the battle to decide the identity of this season's NBA champions.

"There's a lot of ways you can spin it, but they played with a great deal of aggression for longer stretches than we did," Williams told the media.

"We knew it was coming. We did not respond to it well tonight, especially in the second and third quarters.

"The turnovers certainly hurt us, points in the paint, everything we have been talking about the whole series. So it was a tough lesson for us to learn.

"You know what was coming, but just didn't do enough consistently to withstand their attacking the paint, whether it was penetration, offensive rebounding.

"We gave them so many possessions, so we lost a shot and then they scored off of it. It was a double whammy."

He added: "I think we know that we have to play with an unreal amount of aggression and energy for 48 minutes. That's the deal. All of our guys know that we didn't.

"We have had this happen to us before in the playoffs, and so I expect our guys to bounce back."

Chris Paul had 19 points for Phoenix and Deandre Ayton contributed 18 before running into foul trouble, restricting the center to just 24 minutes of action. Without him, Phoenix struggled to get defensive stops.

"He's a big part of our team, especially he's the anchor of our defense," Paul, who also had nine assists but landed just one of his four three-point attempts, said about Ayton.

"I feel like any team would love for him not to be on court offensively and defensively. So, yeah, we got to protect him better and make sure that we're showing that wall."

It was not just Paul who struggled from long range for the Suns, with the visiting team making just nine of their 31 attempts from beyond the arc for a success rate of 29 per cent.

The Suns had not trailed by more than seven at the half in the playoffs prior to Game 3, when the deficit stood at 15 following a dominant second quarter by the Bucks.

Game 4 takes place in Milwaukee on Wednesday.

"I said after last game, this team is not going to give in," Suns guard Devin Booker told the media.

"They're going to keep playing all the way through, so we have to bring that same effort that we had in the first two games and I think we'll be in good shape."