The Bucks held a 2-0 lead after the opening pair of games in Milwaukee, but Toronto - after a thrilling double overtime win in Game 3 - levelled the series at 2-2 with a 120-102 victory at Scotiabank Arena in Game 4.
Milwaukee trailed by 10 points at the half and were unable to overturn that deficit, with Antetokounmpo blaming a poor third quarter for their inability to produce a turnaround.
"Obviously I think we started aggressive, in the third quarter we came out flat," Antetokounmpo said.
"It's something we can get better at, something we can fix, it's something that we've been doing all season.
"Usually in the third quarter we come out and we're aggressive, making shots, moving the ball but we weren't able to do it.
"But at the end of the day we're not going to lose our confidence, hopefully when we get back home we can execute better in the third quarter and the whole game."
Performing in the third will be pivotal for the Bucks not only in this series but also if they do make it to the NBA Finals, where a Golden State Warriors team renowned for game-changing third-quarter runs will be the opposition.
But Antetokounmpo does not believe there is any extra burden on the Bucks after this loss, adding: "There's no pressure, obviously we've got to take care of [our] home [matches], it's our job but I don't think there's pressure. We've just to go out there and have fun, play good basketball, be us, and try to win.
"Just got to play with more energy, execute better, but our feeling is the same, doesn't change, they did their job. They protected home and we've got to do our job now.
"Got to give them credit, obviously they are doing a great job defensively, helping one another, closing the drive lanes, using their hands in the passing lanes but we've got to execute better, got to take better care of the ball.
"We've been playing good basketball the whole year, if you lose one or two games it's not the end of the world."