"I would probably shut him down," Woodson said. "He doesn't need to play."
Anthony plans to test free agency this summer, so if he does sit out, there's a possibility he played his final game as a Knick on Sunday against Chicago. The Knicks (35-45) were eliminated from playoff contention one day earlier.
He is officially listed as questionable for Tuesday night's game against the Brooklyn Nets due to a right shoulder injury. Anthony missed the team's shootaround, and the Knicks said he will undergo further evaluation.
"He was evaluated this morning by the doctors, and I'll know more before the game," Woodson said.
Woodson said the All-Star forward probably won't play against the Nets, but Anthony will make the final decision. Woodson said he would advise Anthony to sit out the final two games. New York closes the season Wednesday at home against the Toronto Raptors.
"I'm gonna tell him, 'You're not gonna play.' That's what I'm gonna tell him," Woodson said.
Amar'e Stoudemire also is a game-time decision Tuesday.
"We've got to try to finish on a good note," Woodson said.
Anthony suffered the right shoulder injury April 2 against Brooklyn. He played in the Knicks' next four games, including Sunday's win over Chicago.
He should have a number of suitors on the open market. The Knicks can sign him to a five-year contract worth $129,135,806. If he signs with another team, the maximum he can get is $95,897,372 over four years.