But to be clear, he says, it's not the same type of drama he has had to deal with in New York. Asked to compare the drama the Cavs and Knicks are experiencing this season, Anthony could only smile and chuckle.
"[The Cavaliers'] drama is more comical," Anthony told reporters at Knicks shootaround in Chicago on Wednesday morning before the team's game against the Bulls. "It's more getting off of Twitter. Know what I mean? It's always something that they blow up. Him unfollowing the organization. Him shutting his Twitter down. It is always something over there along those lines.
"Over here it's drama, a different type of drama over here," Anthony added with a laugh.
James' social media movements have been the center of attention recently after he unfollowed multiple accounts, including the Cavaliers' official accounts on Instagram and Twitter. James said he is preparing for the postseason with his annual social media blackout.
Before that, James made headlines for cryptic tweets he posted earlier in the month.
With Anthony, the drama has been constant as the Knicks are heading toward a third straight season without a playoff appearance. From former coach Derek Fisher's dismissal in February to what Phil Jackson will do in free agency and with the coaching vacancy, Anthony has had to endure another roller-coaster season.
Despite having their own issues to deal with daily, James and Anthony have remained close friends since their days as prep stars. They not only offer each other support and advice, but they have long entertained the idea of one day teaming up, as detailed in a Bleacher Report feature published this week.
"I really hope that, before our career is over, we can all play together," James told Bleacher Report of the bond between himself, Anthony, Dwyane Wade and Chris Paul. "At least one, maybe one or two seasons -- me, Melo, D-Wade, CP -- we can get a year in. I would actually take a pay cut to do that.
"It would be pretty cool. I've definitely had thoughts about it ... We'll see."
Anthony has a no-trade clause in his contract and has repeatedly reiterated his desire to remain in New York and turn things around. He has recently said a few times that he wants to see what Jackson will do to improve the roster this summer before thinking about his future.
Jim Boeheim, appearing on The Michael Kay Show on ESPN 98.7 FM, said Anthony, his former star at Syracuse, "should be praised" and "not abused for" wanting to remain and win in New York.
"I try not to talk about those type of things," Anthony said when asked whether people overlook his loyalty to New York. "I know the reason why I stuck it out, and people that really understand know why I'm sticking it out.
"If people want to, I think it's odd to question loyalty at this point in time, especially when you show -- and I've showed time and time again my loyalty to not just the organization, but to New York and vice versa. So at this point I just go out there and play basketball. I try not to worry about it."
Anthony is set to return against the Bulls after missing Sunday's game against Sacramento with a migraine. He was asked whether his migraine came from the stress of this sinking season.
"No, I don't think so," Anthony told reporters. "If that was the case I'd have had migraines every day last year. Last year was a lot worse than this year, just as far as, winning 17 games and figuring out how to approach each day mentally. So I think it would have been more stress on me last year than it is this year.
"I don't really want to start trying to name and guess about what triggered the migraine. It happened. I dealt with it. I'm glad I'm back."