Anthony scored 22 points, Amare Stoudemire had 20 and the Knicks snapped a 10-game losing streak with a 101-95 victory over the Boston Celtics on Friday night.
''It's always hard when you're climbing uphill, then you get that one game like today. It's kind of like relief,'' Anthony said. ''It gives you a chance to feel what winning a basketball game is like.''
Tim Hardaway Jr. added 16 points and Jason Smith 12 as New York snapped its longest losing streak since the 2005-06 team lost 10 straight from Jan. 28-Feb 13 en route to a 23-59 record.
It had been nearly three weeks since the Knicks' last win, a 91-83 victory over the lowly Philadelphia 76ers at Madison Square Garden on Nov. 22.
''I'm just happy we won,'' said a smiling guard Iman Shumpert, who was lost with a dislocated left shoulder in the second quarter. ''If I've got to separate my shoulder or dislocated my shoulder to get wins, I'll dislocate it every day. I'm just trying to get wins.''
It was just the Knicks' second road win of the season. They won their first, beating LeBron James and the Cavaliers in his return to Cleveland before losing the next 11.
Jeff Green had 28 points and Tyler Zeller 19 for the Celtics, who dropped their third straight.
Before the game, Boston coach Brad Stevens quickly squashed a question about worrying about a letdown against a struggling opponent without the possibility of its top scorer.
He was right.
The Celtics turned the ball over 17 times and shot just 43.5 percent, missing 15 of 22 on 3-point attempts while having trouble stopping Anthony.
Anthony, who entered leading the Knicks with 22.9 points per game, missed Wednesday's loss at San Antonio with a sore left knee, but he started after feeling good during a shootaround earlier in the day.
''Like I said before the game, if he plays or doesn't play, if we don't play well, we don't win,'' Stevens said.
Green was bothered by the Celtics' play.
''I want to win,'' Green said. ''That's what I'm frustrated about. I know we have the pieces here.''
Boston sliced it to 75-73 on the first basket of the fourth quarter, Marcus Thornton's 3-pointer from the right wing, before the Knicks went on a game-breaking 11-0 run over the ensuing 2 minutes. Shane Larkin started the burst with a 3-pointer.
Boston was held to just two baskets in the opening 7 minutes of the fourth, missing nine of its initial 11 shots.
Anthony's baseline jumper increased it to 90-75 with 5:43 to play.
The Celtics made a late charge, closing it to 99-95 on Phil Pressey's free throw with 16.8 seconds left, but Anthony's two free throws sealed it.
The Knicks shot 55 percent in the opening half and led 51-46 at intermission.
Knicks: G J.R. Smith was out with a sore left heel. ''He wasn't able to do much (at the shootaround) today,'' coach Derek Fisher said. ''It was really sore. He tried it, I think, a day and a half ago. It was too sore and still too sore now. He'll be reevaluated later tonight or tomorrow and we'll go from there.'' ... Shumpert had his left arm in a sling and said he'll have an MRI Saturday morning. ''I think I'm a pretty strong guy, hopefully all those weights I lifted will pay off,'' he said. ''Hopefully just a simple dislocation, rehab and get back.''
Celtics: Stevens didn't hesitate when asked if he was worried about his team's motivation playing a struggling team. ''We're not good enough to do that,'' he said. ''It's not who you're playing.'' ... Boston G Avery Bradley was sent home after showing up with a fever. ... G Marcus Smart left the game with a strained left Achilles' in the first half.
GIVE ME A HAND, ROOK
Cleanthony Early took Shumpert's bag and carried it to the bus for him, but not before nearly dropping a few things out of it with it still open. ''A rookie,'' Shumpert laughed.
The Knicks had 13 steals in the game - eight in the first half. Boston had three.
SIMPLY PLAY BETTER
Stevens said Boston didn't deserve to win. ''They were clearly playing very urgent tonight,'' he said. ''We have to play that way.''
Knicks: Host Toronto on Sunday.
Celtics: At Philadelphia on Monday