The Knicks star had a tough afternoon from the field, missing 18 of his 29 attempts, including a missed baseline jumper with 12.5 seconds to play and the Nets up by one.
Brooklyn went on to win 88-85 in the fourth and final regular-season game between the two East River rivals. New York has lost four of six and is just one game ahead of Brooklyn in the Atlantic.
The Knicks, though, still had a chance to win the game after Anthony's miss. They were down three with five seconds to play, but J.R. Smith missed a contested 3 that bounced off the backboard and the rim at the buzzer.
Smith also struggled from the floor, shooting 7-for-19 and scoring 16 points.
New York shot 40 percent from the floor and missed 15 of 21 3s.
The Knicks were torched by Joe Johnson in the fourth quarter. Johnson scored 10 straight fourth-quarter points for the Nets, including a jumper over Smith with 22 seconds left to give Brooklyn an 85-84 lead. Johnson finished with 25 points.
AMAR'E IMPROVED: For the second straight game since coming back from offseason knee surgery, Stoudemire looked strong around the basket, though his rebounding and interior defense left something to be desired.
He finished with 15 points on 6-for-10 shooting and six rebounds in 27 minutes.
Stoudemire and Anthony seemed to be in sync for most of the game, with Anthony finding Stoudemire for three uncontested shots near the rim.
SHUMP STARTS AGAIN: Iman Shumpert was in the Knicks' starting lineup for his second game back since offseason ACL surgery.
He started the game guarding Johnson. Johnson came out hot, hitting his first four shots as Shumpert had to rotate off of him to help in other areas on several occasions.
Shumpert seemed out of sync at times on offense. He scored two points on 1-for-6 shooting. The second-year guard played 20 minutes.
BOARD ISSUES: The Knicks were crushed on the boards all afternoon. They were outrebounded 40-27 through three quarters. They finished the game outrebounded 52-37. The Knicks won the turnover battle, scoring 17 points off of 19 Nets turnovers.
MLK DAY TRADITION: This is the Knicks' 14th straight year playing on MLK Day. Overall on MLK Day, they are 18-8 at home.
WHAT'S NEXT: The Knicks have two days of practice before traveling to Boston to face Kevin Garnett and the Celtics for the first time since Anthony confronted Garnett after the Knicks' loss to Boston at Madison Square Garden on Jan. 7. Garnett and Anthony will share the floor in the All-Star Game in mid-February. Both are starters for the Eastern Conference.