Milwaukee Bucks star Giannis Antetokounmpo said the NBA leader can improve, despite celebrating its 30th win of the season before the New Year.

The Bucks will enter 2020 with a league-best 30-5 record after Monday's 123-102 victory at the Chicago Bulls.

Antetokounmpo returned from a two-game absence due to back soreness to lead the Bucks with 23 points and 10 rebounds in Chicago.

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"It's definitely surprising that we won 30 games before January and it's cool but we always can get better," Antetokounmpo told reporters post-game.

"We can always do better and we've got to keep improving because the goal is to play late in the season."

"We've created a winning culture. We don't like losing," Antetokounmpo added.

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After missing back-to-back games, Antetokounmpo returned and played 27 minutes as the reigning MVP posted his 11th game of the season with 20 or more points and 10 or more rebounds in 30 or fewer minutes.

"One of the toughest parts as athletes is trying to rush back but I'm trying to listen to my body. I think I have great people around me," the 25-year-old said.

"If I'm good, just go out there and play. When you get caught in between it's like you're hitting your head on the wall because you obviously want to play but something bothers you, you can't help your team-mates."