Ellis, who came over from Golden State in a five-player trade this week, was on the court for almost 39 minutes in his Bucks debut, adding four rebounds, four assists and three steals.
He was one of six Milwaukee players who scored in double digits as the Bucks moved the ball with ease, piling up 33 assists and leading wire-to-wire with forward Ersan Ilyasova out of the lineup with a bronchial condition.
They won their fifth straight game and set season-highs in number of points and rebounds (54).
Milwaukee head coach Scott Skiles talked about the "human element" of such a trade and was happy to see the new players adjust so quickly after just a few shootarounds and practices with the team.
"It's been a heck of a couple days," said Skiles.
Golden State got injured center Andrew Bogut and swingman Stephen Jackson in the deal, then dealt Jackson to the San Antonio Spurs on Thursday in exchange for Richard Jefferson, T.J. Ford and a 2012 first-round draft pick.
Lee said there wasn't any time during the game to think about playing his former teammates. All he could focus on was how bad he and his current teammates let things get.
"We played a bad ballgame. They out-played us from the start," said Lee. "Maybe if it would have been a little more competitive there would have been a little more emotion involved."
Among Milwaukee's 33 assists, Beno Udrih had a career-high nine. The Bucks had nine helpers in the first quarter, shooting 52.2 percent and building a 31-12 lead, then added eight in each of the next three.
Jennings had seven assists and Ellis, Gooden and Dunleavy all had four apiece, leading Skiles to boast about his team's improved decision making with the ball in tight spots.
"We're getting better at it," he said.
The Warriors had snapped a four-game losing streak in the series with a 100-94 win at home on Feb. 3, 2011...The Bucks are off until a game at Portland on Tuesday...The Warriors are at Utah on Saturday night.