Steve Popper of the Record passed along comments from the 31-year-old veteran, who's currently playing his 13th season in the NBA. While he's enjoyed plenty of individual success, none of his Knicks or Denver Nuggets teams ever reached the Finals.
"I don't think envy is kind of the right word," Anthony said. "I do [look] at my peers and say, 'damn, what am I doing wrong.'"
He added: "I should be there. There was one point in time where they were looking at me as that, 10-11 years straight. Now, it's a rough patch for me," per Popper.
This season falls right in line with most of Anthony's previous years in New York. He's averaging 21.5 points, 8.0 rebounds and 4.2 assists through 55 games, and he ranks 25th in the NBA in Value Added, according to ESPN.com's Hollinger Stats.
Meanwhile, others from the 2003 draft (LeBron James, Dwyane Wade and Chris Bosh) won a pair of titles together with the Miami Heat in 2012 and 2013. Wade previously won a championship in 2006 while playing alongside Shaquille O'Neal with the Heat, too.
It's easy to understand why Anthony is expressing a combination of frustration and disappointment.
Those emotions also surfaced earlier in the week when he responded to a heckler during a blowout loss at home to the Portland Trail Blazers. "Look, the owner's right there. Ask for your money back," Anthony responded to the fan, as noted by Ian Begley of ESPN.com.
Although he released an apology for the comments, Stefan Bondy and Bernie Augustine of the New York Daily News pointed out the star forward later admitted that was the team's idea, with owner James Dolan making the final decision to post the statement.
All told, the Knicks added a little more star power this season in the form of Kristaps Porzingis. But their record showcases exactly how far they are behind the league's powerhouses, and closing that gap certainly isn't going to happen overnight.
Anthony remains under contract through at least the 2017-18 season. After that, he'll have an early termination option, per Spotrac. But, barring some type of blockbuster trade over the summer that moves him to a contender, it doesn't appear his quest to win an NBA title will end in the near future.