MILWAUKEE -- The Sacramento Kings knocked two big stones off their back Wednesday night: they earned their first victory of the season when DeMarcus Cousins wasn't in the lineup and they won on the road for just the second time this year, knocking off the Milwaukee Bucks 129-118 at the Bradley Center.

The game marked the last of a five-game, five-city road swing for the Kings, who earned their first victory of the year away from Sleep Train Arena last Saturday in Orlando but fell apart late Monday in an overtime loss at Charlotte.

"I thought the last two games, we played some of our best basketball of the year," Kings coach George Karl said. "Tonight we did. Rudy (Gay) carried us offensively but I thought the team played together and moved the ball, found the open man so consistently.

The Kings started hot -- scoring 40 first quarter points on 77.3 percent shooting -- and never really let up.

Gay led the way, hitting six of his first six shots, including a 3-pointer, for 14 of his game-high 36 points.

"It's one of those things, you go out there and desperately need a win so I had to do whatever I could to get it," Gay said. "I got to the foul line early and that's how I got my rhythm."

Milwaukee tied the game three times in the second quarter but never could get over the hump and went into the break down, 69-66, despite shooting 51.1 percent from the field and hitting 6 of 7 3-point attempts.

"We prepared for Cousins, but he didn't play and it affected us a little bit," Bucks forward John Henson said.

Coming out of halftime, the Kings kept on shooting and, more importantly, they clamped down on defense, as well, and held the Bucks to 43.9 percent of their shots in the second half.

"Coach got on a few of us this morning," said forward Darren Collison, who scored 10 of his 18 points in the final quarter. "That kind of shifted our focus. We're scoring the ball, we just had to start playing defense. We have players more than capable of playing defense and tonight we were able to put the two together."

The Bucks cut the deficit to 93-92 in the closing seconds of the third quarter but Kings guard Marco Belinelli sent Sacramento into the fourth quarter with a cushion, draining a 3-pointer from the right wing to make it 96-92. They expanded the lead to 12 with five minutes to play and the Bucks never pulled any closer than six points the rest of the way.

The Kings led by 11 when Bucks coach Jason Kidd was ejected from the game with 1:49 left for hitting the ball out of an official's hand. Kidd had to be restrained by his players while leaving the floor.

"I called a timeout," Kidd said. "I walked all the way (down the sideline) to get a timeout. (Referee) Zach (Zarba) asked me if I wanted it and I said 'I need a timeout.' We had our discussion, he gave me the 'T' and, from there, I tried to protect my guys.

"We felt we were getting fouled and the whistle wasn't being blown. In this league, you have to stand up for yourself and my job is to protect those young guys as much as we felt we were getting fouled."

Sacramento went to the line 37 times, making 31 attempts while the Bucks had 10 fewer trips, and makes but Kidd said that wasn't the leading factor in the loss.

"They got our temperature and saw we did not want to play defense," Kidd said. "They took advantage of it."

Forward Giannis Antetokounmpo and shooting guard Khris Middleton paced Milwaukee (6-9) with 21 points each while off the bench, Henson added 15 and guard Jerryd Bayless contributed 13 on 4-of-8 shooting and three 3-pointers.

NOTES: Both teams scored season-highs in points Wednesday night. ... With F DeMarcus Cousins still sidelined with a sore back, F Kosta Koufos was in the Kings' starting lineup. In 15 games this season (five starts) before Wednesday, Koufos averaged 5.5 points and 4.7 rebounds. ... Milwaukee had its full roster available against Kings, except for G/F Damien Inglis, who is on a D-League assignment. ... Kings coach George Karl was Milwaukee's head coach from 1998-2003 and led the Bucks to the 2001 Eastern Conference Finals.