The Mavericks showed how much of a gap there is between a perennial playoff team and a work in progress like the Bucks, who have a new coach, new general manager and 13 new players on the 19-man roster.
Dallas, with owner Mark Cuban in attendance, led by five after the first quarter, then opened a 47-27 halftime lead on Terry's buzzer-beater. Terry was 6-of-8 from the field.
"We played a hard, physical Dallas Mavericks style of game," first-year coach Rick Carlisle said. "I feel good about what we've done for three games, but we're light years away from where we need to be."
Andrew Bogut had 10 points and eight rebounds in 28 minutes for the Bucks (0-3).
Ramon Sessions led the Bucks with 11 points, while Luc Mbah a Moute added 10 in 33 minutes. Richard Jefferson, acquired in an offseason trade with New Jersey for Bobby Simmons and Yi Jianlian, scored nine points for Milwaukee.
"I'm not very good at making excuses. We were OK for the first two minutes of the game, then they started cutting harder than us. They ran the floor better than us. They shot the ball better than us," first-year coach Scott Skiles said. "They executed better on both the offensive and defensive ends. We stopped defending the paint. We were no-shows (in the second half) doing that. They were the better team tonight."
A crowd of 4,289 turned out for the game at the La Crosse Center.