Anthony Parker chipped in 18 points, while J.J. Hickson and Jawad Williams each contributed 10 in the win. Cleveland won its final five exhibition games.
Chris Douglas-Roberts had 16 points to pace the Bucks, who conclude the preseason Friday against Minnesota. Brandon Jennings and Drew Gooden each scored 11, while Carlos Delfino had 10 in defeat.
A pair of free throws by Sessions finished a 13-2 spurt, giving the Cavs a 77-70 edge with 2:39 remaining.