Knicks officials said Anthony wouldn't return and that X-rays were negative.
Anthony, the Knicks' leading scorer at 26.6 points a game, injured the ankle on New York's end of the floor and immediately limped to the bench. He was taken to the locker room moments later.
He had 14 points and three rebounds when he left the game.
Earlier in the game, Anthony injured his left wrist. He had extra tape added during a timeout, but continued to flex the hand during the second half.