Anthony suffered a sprained left ankle on Monday against Orlando and was listed as questionable coming into the game. He met with team trainers and the medical staff before the game and was ruled out about 45 minutes before tipoff.
Wednesday is Anthony's first missed game this season. His absence loomed large for New York.
With Anthony out, the Knicks (9-19) lost to Oklahoma City by 29.
Anthony is averaging 26.3 points per game and had led the team in scoring in all 27 games prior to Wednesday's.
"When he tells you he can't go, you got to listen and try to find it somewhere else," Knicks coach Mike Woodson said. "He was really missed tonight because he is a big part of what we do."
Woodson said Anthony's status for Friday's game against Toronto is unclear. Anthony will be reassessed prior to practice on Thursday.
The Knicks (9-18) were also without point guard Raymond Felton against Oklahoma City. Felton was sidelined indefinitely with a groin injury. Metta World Peace also missed his second straight game because of soreness in his left knee.
However, Kenyon Martin played on Wednesday after missing five games with an abdominal strain.
Anthony's and Felton's statuses for Friday's game against Toronto is unknown at this point. Felton returned to the court on Monday against Orlando after missing six games with a hamstring strain. But he left Monday's game in the fourth quarter with a groin ailment. Woodson said Felton would be evaluated by team doctors on Thursday to determine his status.