The 29-year-old forward has been repeatedly linked with a move away from the Knicks after revealing that he would test the free agency market in the summer.
However, Anthony's wife, La La, believes that he does want to continue playing at Madison Square Garden despite recent reports linking him with a move to both the Los Angeles Lakers and the Chicago Bulls.
"I definitely think he will stay," La La Anthony told Bravo TV. "I know that he wants to stay, and I support him wherever he wants to go.
"Listen, I used to live in Denver with him. If I can live in Denver, I can live anywhere. I just want him to be happy."
Anthony moved to the Knicks from the Denver Nuggets in February 2011.