Anthony's 23-foot jumper off a feed from Baron Davis put New York ahead and the Knicks held on for their third win in four contests.
Anthony also chipped in 10 rebounds while Amare Stoudemire supplied 22 points and 12 boards for New York, which holds in the seventh seed in the Eastern Conference.
Davis helped out with 13 points and 10 helpers.
The Hawks, meanwhile, saw their three-game winning streak snapped despite Marvin Williams' 29 points and 11 rebounds.
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