According to league sources, Anthony has talked to at least one high-profile person who lives in Chicago about what it's like to be famous in the Windy City.
The Bulls also have reportedly done their due diligence on Anthony in recent days.
According to a report in the Chicago Sun-Times, Bulls coach Tom Thibodeau has reached out to some of Anthony's former coaches to inquire about the seven-time All-Star.
Anthony has to inform the Knicks by Monday if he intends to opt out of the final year of his contract and test free agency. Throughout this past season, Anthony had indicated that he intends to become a free agent this summer.
Anthony's research regarding Chicago -- and Thibodeau's reported background check on Anthony -- is the latest indication that there is strong mutual interest between the former NBA scoring champion and the Bulls.
Sources told ESPN in March that Anthony talked to Bulls center Joakim Noah during All-Star Weekend about what it was like to play under Thibodeau. That conversation turned into a recruiting pitch from Noah to Anthony, sources told ESPN.com.
In addition to the Bulls, Anthony would consider signing with the Houston Rockets and Dallas Mavericks if he tested free agency, sources say. The Miami Heat have also explored its available options in trying to pursue Anthony, ESPN.com reported earlier this month.
Knicks president Phil Jackson said recently that he hoped Anthony would consider opting into the final year of his contract and testing free agency in the summer of 2015. Jackson has privately expressed that hope to Anthony several times since the end of the regular season.
But a league source said earlier this month that Anthony hadn't changed his mind and remained committed to becoming a free agent this summer. Sources have said in recent days that it would take a monumental shift in thinking from Anthony for the 30-year-old to opt into the final year of his contract at this point.
Anthony can sign a maximum contract worth $129 million over five years with the Knicks. He can ink a maximum deal worth $96 million over four years with another team. Anthony has discussed the possibility of accepting less than a maximum contract to help the team that he signs with attract additional free agents.