The Knicks won their third in a row, overcoming a four-point deficit to start the fourth quarter.
Washington was held to 11 points in the final period and managed just two points over the closing 4 minutes. Anthony provided a key 3-pointer with 2:28 to play that pushed the Knicks in front by six.
Raymond Felton supported Anthony with 23 points and J.R. Smith had 13 points to go with 11 rebounds for the Knicks.
The Wizards, whose 16 victories are the second fewest in the NBA this season, were led by 29 points from Bradley Beal.