He will be re-evaluated on Tuesday.
Anthony appeared to injure his groin after throwing an alley-oop to Tyson Chandler midway through the first quarter.
Anthony faked a 3-point attempt on the play, pulled up and passed to Chandler.
After the play, Anthony hobbled to the other end of the floor, clutching his upper thigh.
He called timeout on the Knicks' next possession and was looked at by Knicks trainers before heading to the locker room with a little over six minutes to play in the quarter.
Anthony was not available to reporters after the game. He returned to the bench late in the fourth quarter as Jeremy Lin was soaking in the adulation of the Garden crowd after a 28-point, 8-assist performance.
The severity of Anthony's injury is unknown.
"We'll find out tomorrow. Obviously when you do that, it's going to be a couple days before we know the extent of that," coach Mike D'Antoni said.
The Knicks were also without power forward Amare Stoudemire on Monday. Stoudemire was in Florida to mourn the death of his brother, Hazell. Hazell Stoudemire was killed in a car crash in Florida early Monday morning.
Anthony has suffered several injuries this season. He missed two games in late January with left wrist (non shooting), right thumb and right ankle injuries.
Earlier in the month, he tried to play through the injuries but struggled with his shot.
In the six games Anthony played after hurting his ankle and wrist, he shot just 40 for 126. He seemed to find his shot after the recent two-game absence, averaging a little over 25 points per game in his first three games back.
But Anthony scored 11 points and missed 12 of 15 shots against New Jersey on Saturday. He had two points before getting hurt against Utah.
Overall, Anthony is averaging 23 points, six rebounds and four assists on the season. He is shooting just 39 percent from the floor.
Ian Begley is a regular contributor to ESPNNewYork.com.