Smith untied Marion's shoelaces during the second quarter of the Knicks' 92-80 win over the Mavericks. The NBA issued a warning, which was first reported by the Bergen Record and the New York Post.
Mike Woodson said he planned to speak with his shooting guard before the team faced the Detroit Pistons on Tuesday night.
"He shouldn't be doing stuff like that," the coach said. "I'm going to talk to him a little more about it when I get in there. His focus should just be on playing basketball. That's what it's about and those are things you just don't do. You think you've seen it all and something creeps in."
The shoelace stunt happened as Marion and Smith were lined up next to one another on the free throw line with the Knicks up 48-33 and 2:08 left in the second quarter.
"He was just playing," Marion said, laughing. "I think he just wanted to have some fun. That's all it was. It was just some joyful play. ... They made it a bigger deal than what it was. He was just playing. That's all."
Marion could be seen trying to tie his left shoe after a made basket on the other end of the court before finally being able to tie his shoe when play stopped with a foul.
"I've never seen it done in an NBA game, put it that way, in all the years I've been around," Woodson said.
Woodson has been a staunch defender of Smith, sticking with him despite the guard's shooting struggles this season. Smith is shooting just 34.8 percent from the field and is averaging 11.5 points after undergoing a knee procedure during the offseason.
"I know he's capable of making a big shot if you need it," Woodson said. "He's not scared and won't run away from it. And those are some of the things I do look at. I don't want to put too much pressure on guys like Timmy [Hardaway Jr.] or Toure' [Murry] and, in this case, based on Raymond [Felton] being out.
"That's a lot of pressure to ask young talents to do that. But I trust J.R. in terms of what he's done for this ballclub, but this season has been a roller-coaster ride for him and somehow we gonna get better as a team and he's going to be a big part of that."
Information from ESPNDallas.com's Tim MacMahon was used in this report.