The veteran forward said Tuesday that he hoped to play against the Cavs but needed to see how his ankle responded to treatment.
Wednesday's game was the second that Anthony has missed this season for the Knicks (14-16). Lance Thomas got the start in Anthony's place, scoring eight points in 34 minutes.
Anthony is averaging 21.8 points, 7.3 rebounds and 3.6 assists per game -- production that will be difficult for New York to replace against the Cavs.
The Knicks also were without reserve forward Kyle O'Quinn, who missed his second straight game due to a right ankle sprain.