During a timeout in the final quarter, a fan began to heckle Anthony as he sat on the bench, informing the small forward that his team 'sucked'.
Anthony was then seen on camera turning to the fan, who was sitting a few rows behind Knicks owner James Dolan, and telling him: "Look, the owner's right there. Ask for your money back."
Speaking to reporters after the game - the Knicks' 15th defeat in their last 18 outings - Anthony recalled: "He kept calling my name, calling my name, saying, 'You guys suck, you guys suck'.
"At that point, I was trying to gather myself, and I turned around. All I did was point at Dolan and told him, 'Look, the owner's right there. Ask for your money back.' He's calling me and telling me he's never coming to another game and we suck.
"Just don't want to hear that. I pointed to the owner and told him, 'You deal with that with him. Maybe you can get your money back.'"
The Knicks are now 25-37 for the season and 13th in the Eastern Conference.