Knicks officials said X-rays were negative.
Anthony appeared to tweak his ankle in the midst of a scrum for the ball. He also suffered a wrist injury in the first half. He had extra tape added during a timeout but continued to flex the hand during the second half.
Anthony said he will wait and see how he feels Friday, and didn't plan to force his return. If it wasn't feeling right by Saturday's game at Oklahoma City, he will see how it is Monday when the Knicks return home to face Orlando.
"I've been getting beat up for nine years, so, I'm not worried about getting beat up," said Anthony, who also was dealing with a wrist problem sustained in the first quarter. "I'm going to get through it. I'm living. I'm walking. I'm smiling. I'm hurt, but I'll be all right."
The All-Star has been hobbled in recent days by a back injury he first aggravated last Friday against the Washington Wizards.
He had also complained earlier this week of lacking "pop" in his legs.
Anthony entered play on Thursday averaging 26.6 points, 6.5 rebounds and 4.5 assists in 35.8 minutes.
He had 14 points on 6-of-11 shooting against Memphis before leaving in the third quarter.
Information from ESPNNewYork.com contributor Ian Begley and The Associated Press was used in this report.