"Just reminding the guys that the end result is just figuring out a way to win, regardless of how it looks," Fisher said. "We will keep working at cleaning things up and trying to finish it better."
The Thunder's rally fell short when Dion Waiters' potential game-tying shot rattled out at the buzzer.
"The difference here was the 3-point line," Oklahoma City coach Billy Donovan said. "That was just the difference in the game."
The Thunder fell to 2-3 without Kevin Durant, who sat out with a left hamstring strain.
Russell Westbrook had 34 points, seven rebounds and seven assists for Oklahoma City, but the NBA's No. 3 scorer made just 11 of 29 shots and went 2 of 10 on 3-pointers.
"We knew he was going for it," Anthony said. "No KD out there. We knew he was going to try to put the team on his back. We did the best we could."
Waiters added 16 points for the Thunder, who shot 38 percent.
Back-to-back 3s by Derrick Williams gave the Knicks an 82-66 lead with just under 9 minutes remaining.
A three-point play by Waiters trimmed Oklahoma City's deficit to six with about 2 minutes left. After Westbrook got a steal, Afflalo fouled Westbrook as he went to the rim. It was called a flagrant on the floor but changed to a common foul upon review. Westbrook made both free throws to cut New York's lead to 89-85.
Westbrook fouled Anthony, and he grimaced and tried to stretch out his right arm before shooting the free throws. He missed both with 32.2 seconds left.
Westbrook made an off-balance 3 to cut New York's lead to three, then the Knicks threw away the inbounds pass with 11.8 seconds remaining. Westbrook missed a 3-pointer, and Waiters tracked down the ball in the backcourt before missing as time expired.
"I thought sometimes down the stretch tonight, there were plays that we did a good job of executing, and there were plays I thought we could have done a better job of executing," Anthony said. "That's going to happen. We've got to get better at that. It's just more reps and being in that situation and guys feeling more comfortable out there. We'll get better."
HALL OF FAMER
Durant was one of eight people inducted into the Oklahoma Hall of Fame on Thursday in Tulsa.
As is typically the case with Durant, he turned the focus to Westbrook, his presenter.
"A kid from Maryland going into the Oklahoma Hall of Fame — dreams really do come true," Durant said. "I appreciate everybody. Thanks a lot. And hopefully, we'll be here next year for Russell Westbrook's induction."
Oklahoma City reserves made 12 of 26 shots. The starters sank 23 of 66. ... Westbrook was the only Thunder starter with a positive plus-minus score (plus-4).
Knicks: Kristaps Porzingis, a 7-foot-3 rookie forward, opened the scoring with a 3-pointer. ... Fisher played for the Thunder before retiring and taking over as Knicks coach last season. ... Langston Galloway, who entered the game leading the NBA in 3-point percentage, went 1 of 2 from long range. ... Thomas, who began last season with Oklahoma City, scored seven points in the third period to help the Knicks take a 73-62 edge into the fourth. ... New York won despite committing 20 turnovers.
Thunder: Waiters started for the first time this season. Anthony Morrow had started the previous four games, but struggled with his shot. ... Enes Kanter had 11 points and 13 rebounds in 24:48 off the bench. ... Oklahoma City outrebounded the Knicks 49-36.
The Knicks are at Houston on Saturday.
The Thunder host Dallas on Sunday.
Follow Cliff Brunt on Twitter: http://www.twitter.com/CliffBruntAP.