Anderson did most of his damage from long range, netting seven 3-points. Hedo Turkoglu also was an outside threat, making four shots from beyond the arc en route to 15 points as Orlando went 17-for-35 on 3-pointers.
J.J. Redick added 21 points as the Magic went 4-0 on their road trip.
Dwight Howard finished with eight points and 10 rebounds in the game after a 45-point, 23-rebound performance in a win over Golden State.
The Knicks lost their third straight despite Carmelo Anthony's 33 points, eight rebounds and five assists.