The Warriors suffered one of the most humiliating defeats in franchise history on Sunday, losing by a staggering 52-point margin in a 140-88 loss to the Celtics.
But the seven-time NBA champions came roaring back with a vengeance to blow past the in-form Bucks with an emphatic win at San Francisco's Chase Center.
A revitalised Milwaukee had been unbeaten since the All-Star break, with an improved defence helping Doc Rivers' team record six-straight victories.
Yet the Warriors conjured a sublime all-round performance to keep the Bucks on the back foot almost from the outset.
The Warriors poured in 40 points in the first quarter alone and then added 38 in the second to lead 78-58 at half-time.
Although Milwaukee rallied in the third quarter, outscoring Golden State 23-15, the Warriors dropped the hammer in the final frame to cruise home.
"The nature of the NBA, you can get hit by a bus like we did in Boston and there's a temptation to forget the body of work that we've put in over the last month-and-a-half and the identity we're trying to create," Curry said afterwards.
"For us to respond the way we did coming home was big. For us to be able to turn the page, play with conviction and confidence after a beatdown like that, it shows what we're trying to build and who we are," Curry added.
Curry received scoring support from Jonathan Kuminga with 20 points, while Trayce Jackson-Davis impressed with 15 points from the bench.
Giannis Antetokounmpo led Milwaukee's scorers with 23 points, while Damian Lillard and Bobby Portis had 20 apiece.
The Warriors improved to 33-28 with the win to move into ninth place in the Western Conference.
Magic & Clippers rally
The Bucks remain second in the East with a 41-22 record, eight games adrift of leaders Boston.
In other games around the NBA on Wednesday, the Orlando Magic extended their unbeaten streak to five games with a 119-109 defeat of the Washington Wizards on the road.
Franz Wagner (28 points) and Paolo Banchero (25) led the way for the Magic, who trailed by 21 points at one stage in the second quarter to snatch victory.
The Wizards meanwhile were left reflecting on their 16th-straight defeat - equalling the franchise record. The Wizards remain rooted to the foot of the Eastern Conference with a league-worst 9-53 record.
There was another big rally in Houston, where the Los Angeles Clippers recovered after trailing by 20 in the second quarter to down the Rockets 122-116.
Kawhi Leonard led the Clippers scoring with 28 points, Paul George and James Harden bagging 21 each as Los Angeles grabbed a win which leaves them on 40-21 in fourth spot in the West.
While the Clippers celebrated victory, the Los Angeles Lakers were left licking their wounds after another defeat, going down 130-120 to the Sacramento Kings.
De'Aaron Fox shredded the Lakers' defence with 44 points for Sacramento, while Malik Monk had 26 from the bench.
The Lakers led by 19 in the first quarter, but unravelled in the second, with the Kings outscoring the home side 44-20 to turn the contest on its head.
The Philadelphia 76ers meanwhile continue to struggle in the absence of the injured Joel Embiid and Tyrese Maxey.
The Sixers slumped to a 115-109 defeat at home to the lowly Memphis Grizzlies, who themselves were without several key figures including Ja Morant and Desmond Bane.
Jaren Jackson Jr led the Memphis scoring with 30 points, with Jake LaRavia adding 19 off the bench.
