Phoenix Suns guard Chris Paul insists he is not retiring and is determined to go one better after losing the NBA Finals with a 105-98 Game 6 defeat to the Milwaukee Bucks on Tuesday.

Paul, 36, made his maiden NBA Finals appearance in his 16th season in the competition but missed out on the ultimate glory, as the Suns let slip a 2-0 series lead.

The veteran was visibly devastated at the defeat but vowed to return to the NBA Finals having waited so long for his shot at the title.

"It'll take a while to process this," Paul said at the post-game news conference. "Same mentality, get back to work. I ain't retiring. Back to work."

The Bucks became only the fifth side in NBA Finals history to come back from 2-0 down to take the title.

Scores had been level through three quarters in Game 6, but Paul acknowledged the Bucks were better down the stretch, offering lessons for his side.

"Right now, you've just got to try to figure out what you could've done more," he said.

"It's tough. Great group of guys, hell of a season but this one is going to hurt for a while."

Phoenix's run to the postseason snapped an 11-year playoff wait, while they had not made the NBA Finals since 1993, but Paul took little comfort in that.

"For me, it means back to work. Nothing more, nothing less," he said. "There ain't no moral victories.

"We saw what it takes to get there. Hopefully we saw what it takes to get past that."

Suns team-mate Devin Booker scored 19 points on eight-for-22 shooting in Game 6.

The 24-year-old had an outstanding season but was not able to perform at his best consistently throughout the Finals.

"This isn't something you want to feel," Booker said. "I haven't felt hurt like this in my life.

"That's what I say, we have a base and a foundation. Championship basketball at all times."

Suns head coach Monty Williams, who entered the Bucks locker room to congratulate them on their victory, fought back tears at his news conference.

"I think it's going to take me a minute. I just don’t take it for granted," he said. "It's hard to get here. I wanted it so bad. It's hard to process right now. it's hard."

The Suns, who were founded in 1968, are still chasing their first NBA title in franchise history.