Giannis Antetokounmpo and Jrue Holiday called for reigning NBA champions the Milwaukee Bucks to keep improving after they battled past the Chicago Bulls.

The Bucks edged out the Bulls 118-112, with Holiday finishing on 26 points, while Giannis Antetokounmpo had 34 points and 16 rebounds as Milwaukee made it three wins on the spin.

It was not all straightforward for Mike Budenholzer's side, though, given they went from leading by 14 in the second quarter to trail by seven through the third.

However, Holiday delivered 15 points in the fourth quarter as the Bucks rallied to another victory, just as they did at the Miami Heat to triumph by one on Wednesday.

"It's just a feeling and you know you've got to turn it on," Holiday said.

"It's time for us to lock-in. It's time for us to just concentrate, be aggressive and make good plays, smart plays, down the stretch."

The Bucks are now tied with Chicago for the Central Division lead, both sat on 39-25, with Milwaukee next hosting the NBA-leading Phoenix Suns on Sunday, with the Bulls going up against the Philadelphia 76ers a day later.

"We got to keep it up," Antetokounmpo said. "If good things are going on, you got to keep waking up the next day and keep learning something new, keep evolving, keep improving."

Milwaukee did well to limit a star-studded Bulls line-up. Zach LaVine headed the Chicago scoring with 30 points, while DeMar DeRozan managed 29 but finished 11 for 30 from the field.

DeRozan believes Milwaukee displayed their championship credentials.

"I felt like we competed," he told reporters. "It came down to the last couple minutes. They're defending champs for a reason."