James did not want to address the report Wednesday after a 116-112 overtime loss to the Sacramento Kings.
"I have no reaction," James said. "We've got 14 guys in here. We need to be ready every night. Who we've got in here, we've gotta play. We can't play fantasy basketball. We've got who we've got and we've gotta go out and play."
James called out the organization and his teammates Monday after a 124-122 loss at New Orleans, questioning whether the organization was satisfied with only one championship and calling the roster "top heavy" while also saying the team needs another playmaker.
"Yes, I do think he'd want me to play with him," Anthony said at Wednesday's shootaround. "I don't think he wouldn't, but I don't know if that comment was about me. I don't think I'm the only playmaker in the NBA."
Anthony, who is friends with James, was asked whether he thinks the Knicks are trying to passive-aggressively push him out of New York.
"I don't know. I don't know. I honestly don't know," Anthony said. "That's something that's out of my control at this point."
The Knicks (20-27) are in danger of missing the playoffs for the fourth consecutive season as they sit three games out of the final wild-card spot after a 103-95 loss in Dallas on Wednesday -- their 14th defeat in the last 18 contests.
Anthony scored 30 points Wednesday to raise his average to 22.7 points.
Cleveland (30-14) owns the best record in the Eastern Conference -- three games better than Toronto -- despite three straight losses and six in its last eight contests.