Rose had 32 points, 13 assists and a basket seemingly every time the Knicks were poised to rally in the Bulls' 105-102 victory.
"Every time I step on the court, they're coming at me," Rose said. "I love it where it's a challenge like that. I'm not backing away from it, and I don't want them to back away from it. It's just 'be on' every night."
This night brought relief for a Chicago team in the middle of a nine-game road trip and more distress for New York and its embattled coach, who opened a back-to-back-to-back with their 10th loss in 12 games.
"For the most part, we played extremely hard tonight," Anthony said. "We've got to pat ourselves on the back for something. We can go and magnify the turnovers late in the second quarter; we still had a chance to win the basketball game."
Rose had 15 of his points in the fourth quarter, scoring on three straight possessions during one spectacular 79-second burst. He split Anthony and Amare Stoudemire to flip in a shot from past the backboard, then hit a 3-pointer to put the Bulls up 95-88 with less than six minutes left.
Stoudemire had a season-high 34 points and 11 rebounds but missed a shot from beyond his normal range -- a 3-point attempt with 11.9 seconds remaining -- that would have tied the score.
"He can make that shot as well as anybody," coach Mike D'Antoni said.
Said Stoudemire: "That shot normally falls for me."
Anthony had 26 points but just four in the fourth quarter and missed a desperation 3 at the buzzer that would have sent the game to overtime. Twice in the last 92 seconds with the Knicks trailing by three, he had his shot blocked.
New York still had its chances. Landry Fields' baseline drive with 23.4 seconds left pulled the Knicks within one. New York had no choice but to foul Kyle Korver, a 74 percent free-throw shooter, with 13.7 seconds to go. He hit both.
After Stoudemire missed, a miscommunication by the Bulls kept things interesting. With Chicago leading 104-100, the Bulls fouled Anthony on purpose -- but they were supposed to do so only with a 3-point lead.
Anthony made both, and Rose failed to clinch the victory when he missed one of his free throws with 5.3 seconds remaining -- something he seemed more focused on afterward than his 32 points. Anthony couldn't make him pay when his 33-footer bounced off the rim.
"We always say you got to find a way, and the good teams in this league find different ways to win games," Bulls coach Tom Thibodeau said of his Eastern Conference leaders. "Ideally, you'd like to count on both your offense and your defense."
Allowing New York to shoot 49 percent is not his idea of defense, but Chicago more than made up for it by making nearly 53 percent of its field goals and 6 of 13 3-point attempts.
With the Knicks trailing by 11 at halftime, Anthony scored 12 in the third. His driving bank shot with 44.1 seconds left in the period tied the score for the first time since early in the second quarter.
But on the Bulls' next possession, Jared Jeffries was called for a foul on Ronnie Brewer. When Tyson Chandler barked to the refs, he received a technical. Korver hit that free throw, and New York never tied it again.
The Knicks had to dig out of a hole after committing five turnovers in the last 3 1/2 minutes of the first half, including one immediately after a timeout with 1:36 left. Joakim Noah had two dunks and Brewer added a third as the Bulls pulled ahead 55-42 with 25.8 seconds remaining.
With boos pouring down from the stands, Anthony missed a jumper, then missed a layup after an offensive rebound. His third try with less than a second to go finally went in.
Rose scored at least 30 points for the fourth time in five games. ... The Bulls' nine-game road trip is the club's longest since the 1992-93 season. They improved to 2-2 after losing at Philadelphia 98-82 a night earlier. ... The Knicks got just 6 points off the bench, all by Toney Douglas. ... New York is playing three games in three days for the first time since 1999. New York must travel to Boston to play Friday night before returning home to face the Nets on Saturday. ... Knicks rookie Iman Shumpert had a career-high eight assists.