Anthony has been linked with a move away from the New York Knicks at the end of the season, when he will be able to opt out of the remainder of his contract.
The Los Angeles Lakers are rumoured to be interested in the 29-year-old, but Bryant kept his cards close to his chest when asked if he would be trying to persuade his friend to join him at the Staples Center.
"Well, everybody wants to play in Los Angeles," Bryant told reporters before Anthony led the Knicks past the Lakers on Sunday night.
"I mean New York is a beautiful place, don't get me wrong, but it is colder than shit out here. You know, palm trees and beaches obviously are a little more appealing.
"All jokes aside, I think that players, when that time comes, will have to make the best decision for them and their families. I try not to think about it too much. If he wants to call me for advice later as a friend, I will be more than happy to give it to him."
The Chicago Bulls are expected to compete with the Lakers for Anthony's services.