Assistant coach Darvin Ham was the acting head coach in his absence.
"My job, the way I see it, is basically keep the bus moving forward in the right direction," Ham said before the game. "Don't have to come up with a new map. The GPS has already been put in championship.
"These are some unfortunate times, unfortunate circumstances, but I'm not looking to make a big splash and prove to the world that I can really coach. I know that already. I'm very comfortable in my role here."
Bucks star Giannis Antetokounmpo also missed Wednesday's game with a non-COVID-19 related illness, the team announced. The Bucks also have guards Grayson Allen and Pat Connaughton sidelined in health and safety protocols.
Ham, who has been a part of Budenholzer's staff since 2013 when the two were with the Atlanta Hawks, said Budenholzer was asymptomatic when he tested positive for COVID-19 following an individual workout day for Bucks players on Tuesday night.
"I'm definitely ready if I need to be called upon," Ham said. "I miss having my guy around. I'm not just saying that, Bud and I have been together now for almost a decade and it's been a joy to coach with him, work with him and learn something new from him almost everyday."
In addition to an eight-year playing career and being a longtime assistant coach, Ham has also interviewed for head coaching jobs in recent years. He also has experience coaching in the G-League, back when it was called the D-League, so he said he'd feel more anxious instead of nervous for his Bucks coaching debut.
It was the second time Ham has filled in for Budenholzer as head coach. The other instance occurred during their tenure with the Hawks in March 2017 after Budenholzer was suspended by the NBA for a game for bumping an official on the sidelines.
Ham recalled how that game against the Indiana Pacers still stings because the Hawks had a lead with two minutes remaining in the game before ultimately losing on a 3-pointer by Glenn Robinson III with just 0.6 seconds remaining. Especially considering Ham was teammates with Robinson's father -- Glenn Robinson II, who was also in attendance -- during his playing career in both Milwaukee and Atlanta.
"I don't do social media, but I told him, after the game, his father, big fella and little Glenn and myself, we're sitting and talking after the game, I told him dude if I was on Twitter or whatever it is, I would unfollow you like right now," Ham said with a laugh. "You're not supposed to do that to your uncle. I've known him since he was a little kid."