The New York Knicks forward poured in a game-high 32 points and grabbed nine rebounds, but it wasn't enough to prevent an embarrassing sweep at the hands of their hated rivals to the north.
The Celtics wrapped up the first round series, 4-0, with their 101-89 victory on Sunday at Madison Square Garden.
"Tonight was one of those games that we have to leave it all out on the court. Wasn't no need to take anything home with us, and we did that," Anthony said. "So I'm pretty sure that we gained a lot of respect from a lot of people right now, but this is the first step of something great."
The Celtics dominated both games in New York. On Sunday, Kevin Garnett led the team with 26 points and 10 rebounds. Rajon Rondo added 21 points and 12 assists.
The Celtics had a 23-point lead cut to four in the fourth quarter, but pulled away again behind Garnett, who scored 20 after halftime. They now could have a week off while they wait for likely opponent Miami, which was forced to a fifth game earlier Sunday after a late rally by Philadelphia.
The Celtics almost faced the same scenario, but a Knicks comeback attempt stalled in the final minutes before they were saluted by their orange-clad crowd after delivering the best season in New York in a decade.
"Everybody understood what was at stake. Give a team some confidence, even in a 3-0 series to win a game, you never know what can happen," Pierce said. "So it was just very important for us to withstand the run. They made a great run and the crowd really got behind them, but in the fourth quarter we just really settled down in the last six or seven minutes, executed the offense and were able to put the game out of reach."
Amare Stoudemire, who decided to play after his back felt better, finished with 19 points and 12 boards but shot only 5 of 20 from the field.
"It was all heart. He just gave it all. With him and Carmelo going forward, the Knicks are in good shape," Knicks coach Mike D'Antoni said.
The Knicks shot 34 percent and were quickly dispatched in their first playoff appearance since 2004, when they were also swept in the first round. They haven't won a playoff game in 10 years.
The Knicks believed they could challenge the Celtics, but Chauncey Billups was lost for good after straining his left knee in the final minute of Game 1 and Stoudemire was never the same after hurting his back during warmups before Game 2.
Based on reporting by The Associated Press.