Giannis Antetokounmpo is continuing to believe, despite the Milwaukee Bucks falling into a 2-0 hole following a demoralising defeat to the Brooklyn Nets in Game 2 of the Eastern Conference semi-finals.

Antetokounmpo and the Bucks were no match for the star-studded and James Harden-less Nets, who showed no mercy in a devastating 125-86 victory in the NBA playoffs on Monday.

The third-seeded Bucks trailed by as much as 49 points in a forgettable game in Brooklyn, where two-time reigning MVP Antetokounmpo finished with 18 points on eight-for-15 shooting and 11 rebounds.

Antetokounmpo and the bruised Bucks will return to Milwaukee for Game 3 on Thursday, but their superstar remains upbeat in pursuit of the franchise's first championship since 1971.

"It's easy," Antetokounmpo replied when asked how he could prevent his team-mates from losing confidence. "That's what I do.

"I don't get too high, I don't get too low. After the Miami series, we were up 4-0, and coming to this series, I wasn't high.

"Now that we're down 2-0, I'm not low. I'm just going to keep doing what I'm doing, keep trusting my work, keep trusting my team-mates, keep believing in the team, keep believing in the habits we've built all year, and hopefully in Game 3 we get a win."

The Bucks were easily beaten by the Miami Heat in the second round of last season's playoffs, while Milwaukee are yet to progress beyond the Eastern Conference semi-finals (2019, 2001, 1986, 1984, 1983) since 1973-74.

"It's an opportunity," Antetokounmpo said. "At the end of the day, we have to take care of business, and take it a game at a time. I do not want to hear we got to win two at home.

"We got to win one at home. We've got to win the first game. We've got to get Game 3 and try to give everything we can to get that one, and then Game 4 try to do the same thing. But we have to focus on Game 3 right now."