Anthony took 35 of New York's 90 shots and made 23 of them. He went 6-of-11 from 3-point range and hit all 10 of his free throw attempts.
All of that allowed Anthony to break the Knicks' single-game scoring record of 60 points, established by Bernard King on Christmas Day, 1984.
Anthony, who collected 13 rebounds as part of his big night, also set a scoring record for the current Madison Square Garden. The 62 points were the most compiled in an NBA game since Kobe Bryant had 65 for the Los Angeles Lakers in a win over Portland on March 16, 2007.
New York shot 55 percent as a team and made 14-of-27 from long range while snapping a five-game losing streak.
Al Jefferson scored 25 points for Charlotte, which had won its previous two games.