Giannis Antetokounmpo says he "thought he was going to get dunked on" for his remarkable last-quarter block to deny Deandre Ayton in Wednesday's Game 4 win for the Milwaukee Bucks.

The Bucks got home 109-103 over the Phoenix Suns, storming home down the stretch with a 33-21 final quarter after trailing by six points at three-quarter time.

Antetokounmpo, who had 26 points, 14 rebounds and eight assists, came up with a huge play with the Bucks 101-99 up with 1:15 to play, as Devin Booker tried to alley-oop Ayton, with the Greek forward recovering to leap up to block the center's attempt.

"Just hustle play. I thought I was going to get dunked on," Antetokounmpo said at the post-game news conference.

"Going down the stretch do whatever takes to win the game."

Antetokounmpo said he saw the play coming as Booker put the ball in his right hand, with Ayton looming in the paint behind him.

"I saw the play coming, so I was just going to jump vertical towards the rim and I was able to get a good block and get two points [down the other end]," he said.

"It doesn’t surprise me. I saw it coming. Once I saw him put it on his one hand, he was too far for a lay-up.

"You can feel it, I felt him rolling towards the rim behind me. I knew the only chance to get a stop was to jump towards the rim and cover that angle.

"I was late. If I was on the opposite side, it's a dunk."

Antetokounmpo's defensive contribution was significant but Khris Middleton finished with 40 points for the game, including 14 in the final quarter.

The 26-year-old Greek said he was "proud" of his team-mate for his ability to close the game out.

"We've done this a lot of times," Antetokounmpo said. "There's times going down the stretch, I've got to trust him and he's got to trust me.

"We've closed so many games. We've lost a lot of games but closing a game like this in the NBA Finals means a lot but we cannot be satisfied."

The series moves back to Arizona for Game 5 on Friday locked at 2-2, with both sides winning their games on their home courts.

Middleton added: "Whatever we're doing here, we've got to find a way to do it there. The only way we can win this series is to get one on the road. It'd be nice to get this next one but first we need to get some rest."