Anthony's clutch shot was his team record-tying ninth trey of the game for New York, which won for the second time in three contests.
The Knicks drained 16-of-27 shots from long range overall.
J.R. Smith pumped in 18 points off the bench for New York, which held on for the win when Atlanta's Josh Smith misfired on a 3-point try at the buzzer.
Jeff Teague scored 27 points and Josh Smith scored 20 for the Hawks, who lost for the first time in four games.
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