The Hawks built a 17-point lead in the first quarter and held on 102-92 to beat the Bucks in Game 1 of their first-round series.
Brandon Jennings scored 34 points for the Bucks, the fourth highest scoring total for a rookie in his playoff debut.
Joe Johnson led the Hawks with 22 points and seven rebounds and Josh Smith added 12 points and 10 assists.
Atlanta shot 53.9% from the field and went 6-for-11 from three-point land.
Milwaukee had a 12-point edge in the second half as they crawled back into the game.