Williams had 32 points, eight rebounds and eight assists, and the Bucks beat the New Jersey Nets 115-104 on Saturday night for their season-high fourth straight victory.
"These are the things we want to do and we're doing it right now," said Williams, who is averaging 26.3 points, 7.3 assists and 7.3 rebounds over his last four games.
"We're playing at a high level. I feel good and I'm shooting the ball real well. I still get my teammates involved and that's what I want to do."
The Bucks shot 55 percent from the floor (43-of-78) and got 21 points from Michael Redd. Milwaukee has won its last six home games.
"Mo's been playing well, extremely well," Redd said. "He's playing hard, smart basketball with a lot of confidence. We're all playing our best basketball right now. We're playing at a high level. Everybody has a winning attitude. Everybody's sacrificing. It feels really good to get some wins in a row. It really does."
Eddie House scored 22 points for the Nets, whose only lead was 2-0. Jason Kidd added 21 points and 11 assists, but New Jersey's five-game winning streak against Milwaukee was snapped.
"If we give up a lot of easy buckets and we don't get to the paint, it's going to be hard to win," New Jersey coach Lawrence Frank said.
House started in place of Nenad Krstic, who is out for the remainder of the season after suffering a torn ACL in his left knee on Friday.
"I played as well as I could tonight, you know, I had effort," House said. "But at the same time, we lost. So I would much rather win than put up numbers and lose."
Vince Carter, who finished with 18 points, failed to score until 6:08 was left in the third quarter. Carter, who had 33 points against the Lakers on Friday, missed his first five shots.
"You can't make it as an excuse, but we're searching," Carter said. "But it's imperative that we get together quickly."
When Carter finally scored on a layup, it cut Milwaukee's lead to 73-53. Two free throws by Williams with 2:45 left gave Milwaukee its biggest lead of the game, 82-57.
New Jersey trailed by at least 10 points the entire fourth quarter until Carter's 3-pointer cut Milwaukee's lead to 113-104 with 45 seconds left.
"There is a confidence," Milwaukee coach Terry Stotts said. "I think we're playing in a good rhythm now. We didn't have a four-game winning streak all year last year. It's good to have it. We don't take anything for granted. There's a seriousness, but there's also a confidence and we enjoy the wins."
The last time Milwaukee won four games in a row was April 2-7, 2004. ... Ruben Patterson returned for Milwaukee after missing the game Friday with a stomach virus. ... New Jersey finished the season series against Milwaukee 2-1. ... Milwaukee is 5-10 against the East. ... The Bucks are averaging 113.6 points over their last five games.