MILWAUKEE -- The Milwaukee Bucks' first victory of the 2016-17 season did not come easily.

Leading by seven late in the fourth quarter, the Bucks had to fend off a rally and still needed a last-second tip-in from forward John Henson to put away the Brooklyn Nets, 110-108, Saturday night at the Bradley Center.

Henson only scored seven points in the game, but was a strong force on the defensive end, grabbing 12 rebounds with a pair of blocked shots during his 20 minutes of action.

And with Jabari Parker driving for the winning shot with 11 seconds to play, Henson was right behind him and managed to grab the rebound and dump in the game-winner as time expired.

"(Parker) made a great drive to the basket," Henson said. "I just happened to be in the right spot to finish. It was perfect timing. We wanted to take the last shot and he gave us a chance to get a rebound, too."

Giannis Antetokounmpo scored 21 points but Rashad Vaughn, whose rookie-scale contract was picked up for a third season earlier in the day, put Milwaukee in position to win, knocking down six 3-pointers and finishing with a career-high 22 points.

Three of those came in the fourth quarter and Vaughn made a pair on back-to-back possessions to make it a 104-97 game with 3:18 to play.

"We've been telling him to take them so I guess it's kicked in," Bucks coach Jason Kidd said. "He's a threat. It gives guys playing with him space on the floor. There's one less guy in the lane and he has the opportunity to shoot. He turned down some shots, too and made some drives and got to the basket. He's not one-dimensional."

But the Nets started to heat up after a slow start on the tail end of their first back-to-back set of the season.

Bojan Bogdanovic scored 12 of his team-leading 26 points in the final quarter. Bogdanovic hit both of his 3-pointers in the fourth, the second of which tied the game at 108 and set the stage for the Bucks' final play.

"I missed a lot of wide open shots tonight." Bogdanovic said. "I took the shot because I made the previous one. Unfortunately, it wasn't enough to get us to overtime."

The Nets also got 15 points from Sean Kilpatrick and 14 each from Luis Scola and Trevor Booker, but struggled to make shots and committed 18 turnovers which Milwaukee converted for 19 points.

"These are the types of games in the NBA, back-to-backs, that you have to just keep grinding," Nets coach Kenny Atkinson said. "I told our guys to keep with it, stay with it. I'm proud of our resiliency. I wish we would have shot a little bit better. Turnovers hurt us. We had a lot of open looks, and at the end, we had a chance to win the game."

On the back end of their first back-to-back of the season, the Nets came out cold, shooting at a 32.6 percent clip in the first half and trailing by as many as 10 before making it a 46-41 game at the break.

Antetokounmpo made 3 of 4 shots in the third quarter to put the Bucks up by as many as 11.

Brooklyn took a 92-91 lead on Scola's 3-pointer with 7:11 to play. Antetokounmpo put Milwaukee back ahead with a three-point play of his own and extended the lead to three with a transition dunk at the 6 minute mark.

NOTES: F Tony Snell made his Bucks debut Saturday, starting and scoring 6 points in 20 minutes of work. It was Snell's first action for Milwaukee since being acquired from Chicago on Oct. 17 in exchange for PG Michael Carter-Williams. Snell had been sidelined since the trade with a sprained left ankle and missed the team's opener Wednesday night. ... Nets C Brook Lopez sat out Saturday as head coach Kenny Atkinson tries to limit Lopez's minutes early in the season. "This doesn't mean he won't play back-to-backs the rest of the year," Atkinson said. "We will look at each back-to-back and see what is best for him and the team.... Milwaukee exercised the third-year contract option on G Rashad Vaughn. The team's first-round selection in the 2015 draft, Vaughn appeared in 70 games last season, averaging 3.1 points and 1.3 rebounds in 14.3 minutes of work.