Anthony returned to practice on Monday and began running for the first time since injuring his ankle against the Orlando Magic on Dec. 23.
The star forward believes he will feel lingering pain in his ankle when he returns to the court.
"Still some swelling in there, still some tenderness," Anthony said after Monday's practice. "Eventually I'll have to play with a little bit of tenderness, a little bit of pain here and there."
The Knicks (9-21) have lost all three games without Anthony by an average of 18.7 points.
The All-Star forward is averaging 26.8 points per game, the third-highest total in the NBA, and pulling down 8.8 rebounds per contest. He has the eighth-best Player Efficiency Rating (a measure of a player's per-minute production) in the league.
"I definitely hate sitting out watching the games," Anthony said Monday. "I'm trying to do what I have to do to get back and do what's best for everybody."
Felton has missed the last three games due to a groin strain and has missed 13 of New York's 30 games overall due to various ailments. Prigioni has been out since Dec. 16 with a broken big toe.
World Peace is scheduled to undergo platelet-rich plasma treatment on Jan. 6 in an effort to improve the condition of his surgically repaired left knee. He said on Tuesday that he will not play in the Knicks' next three games and expects to be out for two weeks following the treatment.