Rudy Gay added 22 points, eight rebounds and five assists, and DeMarcus Cousins had 21 points, 10 rebounds and five assists for the Kings, who won their ninth road game after finishing with an 8-33 record away from home last season.
Sacramento opened its season-high seven-game, 12-day road trip by shooting 52 percent (43-for-82) from the field.
Brandon Knight finished with a team-high 25 points and six assists for Milwaukee, and Jeff Adrien added 15 points off the bench. The Bucks (12-48), who have the worst record in the NBA, were coming off their biggest win of the season, 114-88 over visiting Utah on Monday.
Milwaukee was hoping to win consecutive games for the first time since last March 17 and 19, but the Bucks never led in the second half.
Sacramento, 3-1 in its last four away games after a seven-game road losing streak, got 10 straight points from Cousins to extend its lead to 74-55 midway through the third quarter.
Gay's basket to beat the third-quarter buzzer gave his team a 95-74 lead.
Thomas, who finished with at least 20 points for the eighth time in his last nine games, received a double technical and was ejected with 4:19 left in the fourth.
Sacramento held a 61-48 advantage at halftime. The score was tied at 33 when the Kings used a 15-2 run to lead the rest of the way.
The stretch was capped with a four-point play as Thomas drilled a 3-pointer and Cousins added a free throw because of a loose ball foul on Zaza Pachulia, giving the Kings a 48-35 lead with 5:16 left in the second.
NOTES: Sacramento moved one game ahead of the Los Angeles Lakers for the battle of the worst record in the Western Conference. ... The Kings are 3-8 on the road against the Eastern Conference. ... Milwaukee's 7-25 home record is worst in the league. The team is also 2-21 against the Western Conference. ... The Bucks used 10 players in the first quarter and everyone but Adrien scored. ... Sacramento's Carl Landry, a Milwaukee native, missed his fourth straight game with a sore right knee. ... Milwaukee signed Tony Mitchell to a 10-day contract on Tuesday and he entered the game with 3:26 remaining.
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