The Knicks won eight of nine games with Lin leading the way, and Anthony nursing an injury that kept him out of action for the last seven of those games.
Anthony returned Monday night only to see the Nets put a damper on all the excitement.
Deron Williams of the Nets scored a season-high 38 points and outplayed Lin, while Anthony slogged through his first outing in two weeks and New Jersey beat New York 100-92.
Lin scored 21 points, shooting 7 for 18 with nine assists.
Anthony, however, struggled after missing seven games with a groin injury. The All-Star foward scored 11 points and went 4 for 11 from the field. He missed shots around the rim he usually finishes, had six turnovers — including a dribble off his foot — and even missed half of his six free throws.
New York fans have been worrying about whether Anthony's return would disrupt the Linsanity. Monday night's performance will only help to fuel those worries.
"My mindset was not try to come in and do too much. Try to fit in. Try to play my game within the system the way that they've been playing the last couple weeks," Anthony said.
Anthony's first basket came off a connection with Lin, setting a pick and popping out for a jumper. But the Knicks' offense went stagnant in the second quarter, and Williams took over the game in the third.
"I want Jeremy to have the ball. Hands down," Anthony said. "I want him to create for me. I want him to create for Amare (Stoudamire). I want him to create for everybody and still be as aggressive as he's been over the past two weeks. I want that."
Lin began his remarkable run against the Nets about two weeks ago, but Williams and the Nets were ready for him this time.
"I don't really watch too many games, but I do see Twitter, people tweet me and every, you know, three lines it was 'Jeremy Lin destroyed Deron Williams,'" Williams said. "So I definitely took offense to that in the first game and definitely, like I said, I had it circled."
Williams outscored Lin 36-11 through three quarters, when the Nets led by 18. The Knicks lost for the second time in 10 games since Lin's emergence against the Nets on Feb. 4.
A Knicks offense that rang up 104 points against the defending champion Dallas Mavericks on Sunday shot only 40 percent against the Nets.
In addition to welcoming back Anthony, Baron Davis played his first game with the Knicks. The former All-Star point guard, relegated to Lin's backup now, had three points and an assist in just under 10 minutes.
And it was the second game for guard J.R. Smith, who signed with the Knicks after returning from a stint playing in China.
The Knicks found a winning formula with Lin. Now, D'Antoni has to tweak it without ruining it.
"We have to get this thing sorted," he said. "We have to figure out the type of team, the identity we have to have."
Anthony didn't seem too worried.
"As far as identity we've had last couple weeks, it was there," he said. "I don't think nothing is going to change.
"There's going to be an adjustment. New roles. New guys."
Based on reporting by the Associated Press.