The Nuggets forward left the team Dec. 22 and missed five games while helping his family deal with its loss. He was expected to play Saturday when the Nuggets host the Sacramento Kings.
Anthony was glad to be back on the court with his teammates.
"There's no place like the gym, especially when you go through tough times like I just went through," he said. "But I'm glad to be back, glad to be here. My spirits are up. The worst is over with and I'm back here and I can just focus on basketball."
Michelle Anthony, a 38-year-old mother of four, died on Dec. 21 in Baltimore. The cause of the death was not disclosed, though the Nuggets released a statement that she had died of a "pre-existing condition."
Anthony and his family attended the funeral of Michelle Anthony on Monday and he returned to the Denver area Wednesday. He worked out on his own Thursday.
Anthony had been extremely close to his sister and felt the loss keenly.
"My sister was somebody who actually raised me with my mother," Anthony told a small group of reporters after the Nuggets' practice session. "We've been through thick and thin. Everybody's who had a sister knows the type of relationship a brother and sister have."
The two had talked over the phone all the time after his games.
"I'm going to miss her calling me after every game, telling me what I did wrong, telling me what I did good and giving me some encouragement. But I know she's watching," Anthony said. "I know she's looking down. I'm going to try to keep my head up high, do what I've got to do on the basketball court and continue playing like I've been playing trying to get some wins."
Anthony also thanked his teammates, members of the organization and fans for their support and encouragement in recent days.
Coach George Karl said it was good to have Anthony back and that he also had the impression that Anthony felt the same way.
"His body seemed like it wanted to be here," Karl said. "We ran a lot because we wanted to get him back into shape. He was feeling like he could run up and down the court and he played well. Practice was good because I think everybody was fresh. Hopefully, he'll be able to help us win some games very quickly."
Karl, who has dealt with throat and neck cancer over the last year, also recognized that sometimes the practice and game-day ritual take a backseat to the real-life issues that come along.
"I think we do get pulled back to the reality of life," Karl said. "And that's a pretty tough one -- that young and having children and trying to figure out your family responsibilities. I just hope Melo's OK, he stays strong through it and celebrates his sister's life along the way."