Following a 122-95 loss to the Toronto Raptors, Melo discussed the difficulty of existing in a losing environment, per ESPN.com's Ohm Youngmisuk: "It's been tough. It's challenging. It's challenging to kind of stay strong and positive through all this."
The 24-34 Knicks haven't made the postseason since 2012-13, and they have just three playoff appearances in parts of six seasons since Anthony joined the team in a trade from the Denver Nuggets.
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Per Youngmisuk, the 31-year-old veteran also addressed the lack of continuity that has plagued the organization during his time with the team: "You can't control that. When you look at it, how many different coaches? Four different coaches. [A lot of] different players. I mean, that's a lot to go through."
In addition to interim head coach Kurt Rambis and the recently fired Derek Fisher, Anthony has also played under Mike D'Antoni and Mike Woodson in the Big Apple.
Anthony had a chance to bolt from New York in free agency prior to the 2014-15 campaign, but he instead showed confidence in Jackson by signing a five-year contract, according to Spotrac.com.
With yet another season slipping away, the nine-time All-Star stressed the importance of the team coming together and willing its way out of the funk it finds itself in, per Youngmisuk:
Regardless of the record, just losing, accepting that—it is hard to accept that. You can't be satisfied with losing basketball games. ... We just got to want to do it. We want to get out there and want to play. We want to compete. I don't think it's anything to do with kind of X's and O's. ... I think we got to take it upon ourselves individually, take the challenge as a group, have each other's backs out there. We can't beat nobody giving up [almost] 60 paint points. Impossible.
The Knicks were very much in playoff contention during the early portion of the season, but now that they have dropped 12 of their past 14 contests, they are 6.5 games out of the No. 8 spot in the Eastern Conference.
Rebounding and making the playoffs this year seems unlikely, but there is still some reason for optimism moving forward.
Melo is enjoying another strong year with 21.6 points, 8.0 rebounds and 4.2 assists per game, while rookie big man Kristaps Porzingis is a superstar in the making with averages of 13.9 points and 7.5 boards per contest at just 20 years of age.
The biggest challenges for team president Phil Jackson are filling in around his "big two" through trades and free agency and finding a head coach who can be trusted over the long haul.
Even if Jackson is unable to land him, though, signing a big-time point guard to run the triangle offense, such as Mike Conley of the Memphis Grizzlies, should get New York back into playoff contention.
While it's too late to make that happen in 2015-16, there may be hope for Melo next season and beyond if he manages to practice what he preaches by remaining confident.
Follow @MikeChiari on Twitter.