Knicks forward Mario Hezonja dunked on Antetokounmpo in the first quarter, then stared and stepped over him -- much to the delight of the Madison Square Garden crowd.
The Bucks' star didn't appreciate what happened.
"I'm going to punch him in the (groin) next time,'' said Antetokounmpo, who had 33 points and 19 rebounds in Milwaukee's 136-134 overtime defeat.
The teams next meet Christmas Day in New York.
Hezonja, who was unaware of Antetokounmpo's displeasure, did note the crowd's reaction to his only bucket of the game.
"Honestly, if you're afraid, this is not for you," Hezonja said. "I don't want to be disrespectful, but if you feel fear, this is not the place for you. New York is not a place for you, and this team is not a place for you."
Information from The Associated Press was used in this report.