The Knicks reduced their deficit to 3-2 in the Eastern Conference semifinal series and will be facing elimination again when Indiana hosts Game 6 on Saturday.
The survivor of this series will take on defending champion Miami in the conference finals, the Heat having knocked out Chicago in five games.
New York rode a defensive effort that forced 19 Indiana turnovers. Indiana suffered from the absence of point guard George Hill, who missed the contest due to a concussion suffered in Game 4 on Tuesday.
The Knicks took a 12-point lead into the fourth quarter and saw their advantage slip to five with 7:23 to play. New York then went on an 8-3 surge to rebuild its cushion, Anthony hitting a jumper and two free throws during that decisive stretch.
J.R. Smith and Chris Copeland both scored 13 points off the bench for the Knicks and Raymond Felton had 12.
Paul George produced 23 points for the Pacers to go with six assists and six rebounds. The Pacers shot only 36 percent from the field and struggled from the foul line, hitting 19-of-33.