Jennings scored 29 points and the Bucks gave Boylan a win in his first game as coach with a 108-99 victory over the Phoenix Suns on Tuesday night.
"I'm just hooping," Jennings said. "It was weird looking on the end of the bench and he wasn't there. I'm sure I'll get over it soon. Jim's been here for four years. It'll be good sooner or later."
The Bucks parted ways with Skiles on Monday in what was called a mutual decision, and the Bucks tapped Skiles' top assistant Boylan as a replacement.
"I almost called Jim `Scott' at one point," Jennings said. "But, hey, it's a business. I understand now. I've seen a lot."
Milwaukee's new head coach said before the game his top priority would be to get the Bucks playing well again after losing four consecutive games.
The Suns were a perfect opponent, playing poorly in the last few weeks with nine losses in the previous 10 games overall to go with a nine-game losing streak on the road.
"We can't play 40 minutes, 42 minutes or 38-minute games where we play pretty good and give ourselves an opportunity and then let it deteriorate away over a four- or five-minute period," Phoenix coach Alvin Gentry said. "That's kind of how our season has gone, really. We've just got to find a way to get better. The season is slipping away."
This is the second time Boylan has succeeded Skiles midseason. He took over the Chicago Bulls when Skiles was fired on Christmas Eve in 2007.
"I've been down this road before," Boylan said. "I won my first game against the Bucks when I was in Chicago, and it felt great. Feels great right now, too."
Jennings, who before the game said he was frustrated that he learned of the coaching change from Skiles himself instead of someone from the Bucks organization, made 9 of 15 shots and had nine assists.
"The main thing is I wasn't thinking," he said. "I was just, you know, taking whatever the defense gave me. I was able to find guys. Guys were making shots tonight."
Goran Dragic scored 21 points and Jared Dudley added 18 for Phoenix.
Larry Sanders had 10 points, eight rebounds, six blocks and three steals for Milwaukee. The Suns scored only 10 points in the paint in the second half as Sanders dominated defensively.
"Everything went down again," Marcin Gortat said of the second half. "Brandon Jennings, he just took it over, he started shooting 3s. We couldn't stop him."
The Bucks won despite an off-night from leading scorer Monta Ellis, who missed 14 of 19 shots and committed five turnovers. Ellis finished with 13 points after coming in with a 19.4 average.
Boylan made a couple of significant changes in his first game at the helm, inserting forward Ersan Ilyasova into the starting lineup and giving more minutes to rookie forward John Henson, the team's first-round draft pick.
Ilyasova had 12 points, six rebounds and four assists in 26 minutes. Henson had 12 points and 11 rebounds in 19 minutes.
"I like the way that looks right now," Boylan said of playing Henson and Ilyasova.
Milwaukee took control with a 12-3 run that spanned the end of the third and beginning of the fourth quarters. Beno Udrih had four points in the spurt and hit a 17-foot jumper with 8 minutes left to give the Bucks a 90-79 lead.
Phoenix pulled to 95-91 on a pair of free throws by Dragic with 3:49 left, but Henson scored on a dunk and Mike Dunleavy made a driving layup to extend the Milwaukee lead to 99-91 with 2:45 remaining. Phoenix never seriously threatened the rest of the game.
The Bucks used a 13-0 run, keyed by a pair of 3-pointers from Jennings and four points from Ilyasova, to open a 71-66 lead with 4:57 left in the third quarter.
Luis Scola's baseline jumper tied it at 71, but Ellis drove the lane for a basket that gave Milwaukee the lead for good, 73-71, with 3:34 left in the third.
Notes: Bucks GM John Hammond said before the game he and the team were talking about a contract extension. ... The ball stopped motionless at the back of the Phoenix rim - not stuck - with 9:24 to go in the second quarter, prompting wide grins from the Suns bench. Milwaukee won the ensuing jump ball. ... The teams meet again Jan. 17 in Phoenix.