Anthony scored exactly 20 points to go with seven rebounds and five assists. He passed Richie Guerin for the most consecutive such efforts in the history of the franchise.
New York pulled away in the fourth quarter after taking a six-point lead into the final 12 minutes. Anthony reached the 20-point mark by hitting a 3-pointer with 6:42 remaining that gave the Knicks a 94-80 lead.
Tyson Chandler scored 21 for New York and Amar'e Stoudemire came off the bench to hit all seven of his field goal attempts for 14 points. New York won for the third time in four games.
Orlando, which lost its seventh straight and has dropped 18 out of 20, got 29 points from J.J. Redick.