"That's just like saying if Michael Jordan could play for us," he said. "That would be awesome too."
Bill Simmons of The Ringer reported earlier in the week the Thunder and Anthony are "officially circling each other." Ian Begley of ESPN.com later noted the Houston Rockets remained Anthony's "top destination" if he's traded out of New York.
It's a situation that could play a significant role in determining the balance of power in the Western Conference behind the defending champion Golden State Warriors.
Both the Thunder and Rockets have already made one major addition during the offseason. Oklahoma City picked up Paul George from the Indiana Pacers to pair with reigning MVP Russell Westbrook, while Houston got Chris Paul in a trade with the Los Angeles Clippers to team with James Harden.
Adding Anthony, a 10-time All-Star selection, to either roster would likely make that team the favorite to capture the No. 2 seed in the West as part of a race that also features the San Antonio Spurs.
Melo has remained silent throughout most of the offseason chatter, but in January he confirmed he'd consider waiving his no-trade clause if the Knicks front office brought him the right proposal, per Al Iannazzone of Newsday.
"I think it will be more on the front office," he said. "I have the power, but still I would talk to them. We would be in communication if they feel like they want to go in a different direction, they want to start rebuilding for the future. If they tell me they want to scrap this whole thing, yeah, I have to consider it."
Anthony is set to enter the final guaranteed season of his current contract with an early-termination option for the 2018-19 campaign. His $26.2 million cap hit and 15 percent trade kicker are hurdles in any trade talks, though.