Jake Fischer of Sports Illustrated reported the update.
Anthony has remained a free agent since being waived by the Chicago Bulls in February following a trade from the Houston Rockets. He made just 10 appearances for Houston last season before the team opted to sideline him in November.
"The fit we envisioned when Carmelo chose to sign with the Rockets has not materialized, therefore we thought it was best to move on as any other outcome would have been unfair to him," Houston general manager Daryl Morey said in a statement.
Anthony told ESPN's Stephen A. Smith in early August his exit from Houston was a surprise.
"That was an ego hit. That was a pride hit," he said. "I started questioning myself after that. Can I still do this? What did I do? I asked him this. ... He just said it wasn't working out."
The 10-time All-Star added he was forced to consider whether he still wanted to play in the NBA, but came to the conclusion he wasn't ready for retirement.
"I know I can still play," he told Smith.
Running some scrimmages with the Knicks, who he played for from 2011 through 2017, will give him an opportunity to showcase he can still compete with NBA-level talent.
Ian Begley @IanBegley
Carmelo Anthony will attend the Knicks' informal 5-on-5 scrimmages today in Manhattan, SNY sources confirm. New York has 15 players on guaranteed deals, so one source said not too read too much into Carmelo's presence at the workout, which was first reported by Sports Illustrated
Whether Anthony, an offense-first wing player accustomed to operating as a team's primary scoring option, can find and thrive in a new role as a sparkplug off the bench is a major question mark.
He's doing everything in his power to earn another NBA opportunity, though.