Jennings scored 25, Thomas drew a charging foul against Joe Johnson that fouled him out with 2 minutes, 15 seconds left and the Bucks stunned the home team with a late 14-0 run, beating the favored Hawks 91-87 on Wednesday for a 3-2 lead in the series.
The Bucks' third straight win over third-seeded Atlanta gives them a chance to wrap up the series at home Friday.
The Hawks appeared to be in control, leading 82-73 after Josh Smith's long jumper with 4:10 remaining. But Milwaukee scored the next 14, and the 20-year-old Jennings wrapped it up by making two free throws with 9 seconds left.
Jamal Crawford, who finished 4 of 18, threw up a desperation 3-pointer that missed badly, and the Bucks ran out the final seconds.
Nuggets 116, Jazz 102: Denver staved off elimination at home, cutting its series deficit to 3-2 behind Carmelo Anthony's 26 points and 11 rebounds. Chauncey Billups added 21 points and J.R. Smith scored 17 off the bench.
Deron Williams scored 34 points and added 10 assists and Carlos Boozer had 25 points and 16 rebounds for the Jazz, who still can close the series Friday at home.