Anthony will make his debut with the Thunder on Thursday night against the Knicks in Oklahoma City.
"I always envisioned myself coming back, even when I was being pushed out," Anthony told reporters at the Thunder's practice. "I think for me, I knew what was going on behind closed doors, I knew the talk that was happening. I just wanted them to come to me direct and say, 'Look, this is what we're thinking,' and not have to read it or hear about it and then go to them and say, 'What is this?' If they felt that I just wanted them to be honest and direct.
"I think I was very honest and direct with them about wanting to be in New York, wanting to be on a winning team, wanting to have a good team. I was very honest with that. I just didn't feel like they were honest with me."
Then-Knicks president Phil Jackson talked to several teams about Anthony at the trade deadline last season. The Knicks couldn't get a deal together before then, and Jackson acknowledged publicly after the season that he would prefer Anthony waive his no-trade clause and accept a deal.
"This whole summer I always said that to myself," Anthony said. "Where did it go wrong? What did I do? Honestly, I asked myself that. I can't pinpoint where did it go wrong. I can't answer that question. I don't know. I can't pinpoint the exact time. I think we all know who. But I don't know why? I don't know why it went wrong."
Jackson was fired by the Knicks in late June, and Steve Mills, then an interim president, was close to making a trade with the Houston Rockets for Anthony in July. But when Mills hired general manager Scott Perry, trade talks were paused.
"I think the Kyrie [Irving trade] really put a dent in my situation, because before that, there was a couple deals that were supposed to be made," said Anthony, who thought a trade with Houston was completed in early July.
"I'm pretty sure if I'm an exec, I'm like, 'Oh [shoot], hold up.' You see what just happened [with the Irving trade] right now, so we've got to get something back in return. That's something I respect about Scott. He was honest. Scott was very up front, very honest. He's like, 'Look, I'm not giving you up for nothing. I'm just letting you know that. I respect you. I respect your game. I know what you bring to this game. I'm not giving you up for nothing.'"
Anthony said on Wednesday that he thought Jackson would have traded him earlier in his Knicks tenure if he didn't have the no-trade clause in his contract, which was negotiated by Jackson himself.
"For sure," Anthony said. "If that trade clause wasn't [there], I'd have been God knows where because he was just ready to move on at that point."
Anthony reiterated that he had wished Jackson and management (Mills was the general manager under Jackson) were more honest with him throughout the 2016-17 season. He said he spoke directly with Jackson just twice during the season. Once was during an exit meeting shortly after the conclusion of the regular season.
"Phil was honest," Anthony said in reference to the exit meeting. "He was as honest as we were going to be at that point in time within the seven minutes that we met. He was honest. The way he said it, I understood it; I just wanted him to come to me and tell me that earlier rather than going to the media and saying it. And what he said is being taken in a whole different way, because what he said to me was totally different than what he said to the media."
Anthony missed the playoffs in his last four seasons in New York after making the postseason during his first three campaigns. He reflected Wednesday on how his faith in Jackson deteriorated over the course of the team president's three-plus-year tenure.
"I was always, 'I'm going to put my trust in Phil, I'm going to put my trust in Phil,'" Anthony said. "That diminished after a while. I'm out here doing everything I can and I'm still getting stabbed in the back. I'm not trusting in that anymore. I'm trusting in these guys [teammates] that are out here. Whoever's out here, this is who I'm dealing with."
Anthony wouldn't pinpoint an exact moment when he decided to waive his no-trade clause but said the past two seasons took a significant emotional toll on him. He's looking forward to facing the Knicks on Thursday and moving forward from his tenure with that team.
"This is an important game for me because it's an opportunity for me to kind of go out there and kind of close that chapter," he said. "I don't think that chapter has been closed yet. I think tomorrow with me running out there on the court in a different uniform kind of closes that chapter.
"My first couple of years was exciting, was fun. We set out to do some great things. Unfortunately, it didn't happen. But I won't let the last two or three years overshadow the amount of fun I had in New York and being in New York."
ESPN's Ian Begley contributed to this report.