However, the 36-year-old told ESPN: "Not really, somebody in his camp brought up the Mavericks first. It's not like we brought him up. If we're actually on his radar then it's great. Then, we obviously have to look at it.
"Like I've said, he's obviously one of the most explosive scorers that we have in this league. If a player like that has your team on the radar, [president of basketball operations] Donnie [Nelson] and [owner] Mark [Cuban] obviously have to look at it. Do I think it's realistic? No. You've got to explore all of your options."
Anthony averaged 27.4 points per game during the 2013-14 regular season.