Anthony hopes to play Sunday in the Knicks' home game against his former team, the Denver Nuggets.
"I think right now it's just a comfort level of being able to just go out there and dribble and get through the first time getting hit," Anthony said in describing the remaining hurdles before he takes the court. "The first time I get a hard pass, just getting passed that, we'll see what happens from there."
Anthony has missed two games since cutting his left middle finger in the fourth quarter of the Knicks' win over Charlotte while diving behind the Knicks' bench for a loose ball.
He received five stitches to sew up the cut and hopes to get the stitches removed Thursday.
Anthony made the final call to sit out the past two games against Miami and Chicago.
"For me, to sit out that Miami game and this game as well, I really trust my teammates and feel as though that they will take care of business," Anthony said.
The Knicks didn't miss a beat without Anthony against the Heat. New York hit 18 3-pointers and was buoyed by point guard Raymond Felton, who scored a season-high 27 points and handed out seven assists.
"I was like a kid in a candy store just seeing how they responded to that game," Anthony said.
The Knicks' forward is averaging 26.7 points, 6.7 rebounds and 2.1 assists per game for New York, one of the top early-season outputs in the NBA.
Anthony tested his hand before Thursday's game against Miami but ultimately decided he could not be effective with the injury. While it's on his non-shooting hand, the injury still affects Anthony's ability to catch passes, his biggest concern.
He said it was tough to sit out against the defending champion Heat.
"At that point in time, you're just caught up in the moment. Your momentum is going. You're not really thinking about your hand," he said. "I went out there. I tried it; there was no way I could do it. I still was trying to force myself to go do it. But you've got to be smart, we haven't even played 20 games yet ... and I didn't want to have another setback."