Anthony drained four 3-pointers and went 8-of-8 from the free throw line while Raymond Felton supplied 23 points and seven assists for New York, which improved to 7-0 at Madison Square Garden this season.
Tyson Chandler had 15 points and 13 rebounds for the streaking Knicks, who notched their fourth win in five contests overall.
Marcin Gortat paced the Suns with 18 points and 10 boards.
Phoenix dropped its third straight and fell to 1-4 on a six-game road trip.
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