Devin Booker reflected on a tough loss for the Phoenix Suns in Game 5 of the NBA Finals, admitting they "let it go" against the Milwaukee Bucks after making a great start.

After suffering straight losses on the road, the red-hot Suns scored 37 points in the opening quarter on Saturday, landing 14 of their 19 attempts from the field.

However, trailing by 16 after one, the Bucks hit back in emphatic fashion to seize control. They had 43 in the second and then 36 in the third, meaning they led the pivotal contest 100-90 going into the final quarter.

The Suns were unable to close the gap down the stretch, a 123-119 defeat meaning Milwaukee holds a 3-2 lead in the series - they can clinch a first NBA title for the franchise since 1971 at home on Tuesday.

"It was tough. We came out and did what we intended to do, get off to a great start and we let it go," Booker, who finished with 40 points, told the media.

"They stayed resilient and they kept playing through. So, tough loss for us."

It was a second successive 40-point outing for Booker, who becomes the first player in NBA Finals history to lose back-to-back games despite reaching that mark. He is one of just five to have that happen in a playoff series, too.

The Suns now find themselves in a win-at-all-costs scenario in the series, a situation they have not faced previously during their impressive postseason run.

"We got to win one game to put them back on the plane. That's it. And you have to have that determination that you're willing to do whatever it takes to put them back on the plane," Phoenix head coach Monty Williams said.

"So, we can call it what we want to, mental toughness, all of that stuff, but it's going to be needed and our guys are capable of doing it. This is our first time in this position and we can do it."

Booker had the ball with the Suns down by one in the closing seconds, only for Jrue Holiday to steal possession. The Bucks guard then set up Giannis Antetokounmpo for a dunk with an alley-oop pass at the other end of the court, during which the two-time MVP was fouled.

The three-point play clinched the result in Milwaukee's favour, though Williams was more concerned by the problems his team had defensively in both the second and third quarters.

"You give up 79 points and the reasoning behind it, I got to look at the film to see it, but we just didn't have the same energy that we had in the first and fourth," he told the media.

"You look at the numbers, in the first and fourth, they have 44 points.

"So, whether it's schematics or just outright grit and toughness during those moments, to just get a stop, we couldn't get any consecutive stops in the second and the third.

"That ended up being the, not the difference, but it just put us in a hole and we felt, I felt like we were playing from behind for a long, long time."