On May 17, 2018, the Milwaukee Bucks announced Budenholzer as their head coach. The Bucks found success in his first season, posting a 60–22 record. In January, Budenholzer was selected as the coach of the East team in the 2019 NBA All-Star Game. At the end of the season, he won the NBA Coach of the Year for the second time in his career and also won the National Basketball Coaches Association's Coach of the Year Award.