The star forward scored 43 points and played spectacularly after being kneed in the nose and kicked in the face to give the Nuggets an emotional National Basketball Association triumph over the Pacific divison leaders.
"I wanted to show everyone that we weren't quitting," Anthony said. "The goal seemed huge at the end. That's all I saw. I'm glad my teammates have confidence in me to take the last shot. If I get an open look it's going in."
Anthony gave the Nuggets a 131-129 lead with 2:42 remaining in triple over-time but moments later became tangled with Phoenix star Shawn Marion.
As the two fell toward the court, Anthony was inadvertently kneed in the nose and hit by the foot of his Mexican teammate Eduardo Najera.
"I got kicked right above the nose," Anthony said. "It made my vision blurry for a little bit, and I could feel it all across my face."
Anthony's nose began bleeding and he stayed on the court for several seconds but was treated and did not miss a second of the game.
"I knew he would be all right," Najera said. "I didn't quite catch him with a straight knee. He's a very tough guy though."
It set the stage for his final heroics as Anthony, a cotton ball stuffed up a nostril to stop the bleeding, sank a fadeaway jumper in the closing seconds to break a 137-137 deadlock.
The Suns took a final shot at victory but Eddie House missed a 3-pointer and the Nuggets won their first triple-overtime triumph since downing the Suns that way in 1995.
"Give them credit," Suns coach Mike D'Antoni said. "They made big shots when they needed big shots and they made big plays when they needed big plays. We had a chance to win but didn't get a good shot."
Earl Boykins scored 11 of his career-high 33 points beyond regulation time for the Nuggets, who have won four of their past five games but had lost their prior five meetings with the Suns.
"This was a great win," Boykins said. "We played with a lot of heart for seven periods. We knew coming in that we were going to have to run and not make dumb mistakes. We did the things we needed to do to get the win."
Anthony was 15-of-31 from the field, 13-of-14 from the free throw line and pulled down a team-high 11 rebounds for the Nuggets.
"I thought Earl Boykins and Carmelo made great decisions on their shot selection," Nuggets coach George Karl said. "We played with a lot of guts. That was an incredible basketball game."
Denver improved to 18-18, one-half game behind pace-setting Utah in the Northwest division, while the Suns slipped to 22-12, their lead over the Los Angeles Clippers trimmed to three games.
Raja Bell scored a career-high 30 points and Marion added 28 for Phoenix, which also lost in triple overtime at New York on January 2.
Canadian guard Steve Nash, who had 26 points and 13 assists for the Suns, fouled out with 35 seconds remaining. He had not fouled out of an NBA game in six seasons.
"It was frustrating," Nash said. "We had our chances for sure, but we just didn't play well enough. It was tiring, but that comes with the territory."
In other NBA action: New York 92, Cleveland 84; Charlotte 111, Houston 106, 2OT; Memphis 99, Sacramento 85; Detroit 96, New Orleans 86; Boston 98, Atlanta 94; Milwaukee 95, Minnesota 92; San Antonio 96, New Jersey 91; LA Clippers 73.