The Bucks seek to even the season series with the Knicks, and they have played well at Madison Square Garden in recent seasons heading into Friday night's matchup.
Milwaukee (24-20) is 8-2 against Atlantic foes, though it fell 102-88 at home in its lone meeting with New York (28-15) on Nov. 28. Anthony scored 29 points while sitting out the fourth quarter with the game in hand.
Few other teams have been able to slow down Anthony, as he's set a franchise record with 30 straight games of at least 20 points. He's averaging 29.7 in a three-game win streak over the Bucks, though Milwaukee has won six of eight at MSG.
"He's an MVP candidate, I don't care how you slice it," Knicks coach Mike Woodson said. "He's put himself in that category based on how he's played and how he's gotten guys around him to play at a high level. I mean, that's what the great ones do."
Woodson's primary concern Friday figures to be containing Milwaukee's high-scoring backcourt of Monta Ellis and Brandon Jennings. Orlando guards Jameer Nelson and J.J. Redick combined for 50 points in the Knicks' 113-97 home victory Wednesday, and the coach says his team's pick-and-roll defense remains a problem.
"(It) just wasn't good enough," Woodson said. "We just gotta get better in that area. Everybody's running pick-and-rolls."
New York's three-game run against Milwaukee has happened without Amare Stoudemire, who made all seven shots for 14 points Wednesday. The Knicks have lost four straight to the Bucks with Stoudemire available.
Still, New York feels better about itself now that Anthony, Stoudemire and Tyson Chandler are playing well together.
"When the three of us are on the court, we are making things happen offensively and defensively," Anthony said.
The Bucks have gone 8-3 in the first half of back-to-back games and should have more energy than they did in Wednesday's 104-88 home defeat to Chicago, in which they trailed by 18 at halftime. Milwaukee won the night before in Detroit, then returned home around 11 a.m. on Wednesday due to an engine issue with the team plane.
"Coming off the back-to-back, it's going to be kind of tough for us to make that run to get back in the game, especially the way they were playing," Ellis said. "It's just one of those days."
The Bucks host the Magic on Saturday night.
Ersan Ilyasova scored 18 points but shot 6 of 18 for Milwaukee. Ilyasova is averaging 21.5 points in his last six games, but he has been a non-factor with a total of five in his last three versus New York.
Jennings, bypassed by the Knicks in the 2009 draft, is averaging 20.1 points against New York for his highest mark against an Eastern Conference opponent.
Woodson expects Jason Kidd to return Friday after the veteran sat out one game with a sore lower back. Kidd missed the first matchup with Milwaukee.
Bucks forward Larry Sanders was out Wednesday due to illness and his status is uncertain.