On November 19, 2015, Mayo made his season debut for the Bucks after missing the first 11 games of the season due to a strained right hamstring he suffered in the final preseason game. On December 5, he had a season-best game after coach Jason Kidd started him at point guard, largely due to the Bucks being down on point guards due to injury. In 35 minutes of action, he recorded 17 points and 5 assists in a 106–91 win over the New York Knicks. On February 9, 2016, he returned to action against the Boston Celtics after missing 11 games with a left hamstring injury. On March 10, he was ruled out for the rest of the season after he suffered a fractured right ankle.