Matt Frieje gave the Bucks a 108-106 lead with a shot in the lane with 1.4 seconds to play -- his only points of the game.
Kurz, who had tied it with 24 seconds left with another 3, took an inbounds pass from C.J. Watson and shot straightaway from just outside the arc. Kurz finished with 11 points, all but two from 3-point range where he finished 3-for-3.
Stephen Jackson led the Warriors (3-2) with 24 points, while Andris Biedrins had 13 points and 11 rebounds.
Charlie Villaneuva led the Bucks (1-5) with 26 points and Michael Redd added 23.
The Bucks trailed 99-93 with about 6 minutes to play but pulled ahead with an 11-0 run.
The game was scheduled when Chinese player Yi Jianlian was still a member of the Bucks, which would have been a huge draw for the fans in Beijing. But Yi and Bobby Simmons were traded to the New Jersey Nets this summer for Richard Jefferson.
The Chinese fans, who had packed the Beijing Olympic Basketball Arena during the August games, cheered equally for both teams, but were most enthusiastic during breaks in play when cheerleaders threw free T-shirts into the stands.