So much for carrying any momentum built in Chicago.

Kristaps Porzingis and Carmelo Anthony came out scorching for their Sunday matinee against the Jazz as the Knicks built a 13-point lead in the second quarter before the defense failed them again.

The Jazz shredded the Knicks’ defense in the fourth quarter with a 36-point barrage and stole a 114-109 victory at the Garden.

Afterward, the Knicks were back to blaming their pick-and-roll defense for their demise — an issue that grew thornier now that Courtney Lee has questioned their defensive practice habits.

“This is a game we let slip and slide away from us,’’ Anthony said. “We gave this one away.”

A dour Derrick Rose was the most vocal, saying there’s poor communication between the players on switches.

“We got to play smarter for sure when the 1-3 and 1-4 pick-and-roll comes. Am I going to switch off on the 3 and let me defend him or is he going to be a show and I get under and back in front of the point guard?’’ Rose asked, going into unusually fine detail.

Rose said too often the mix-up created open mid-range shots for either point guard George Hill or small forward Rodney Hood.

“We can’t allow that,’’ Rose said.

The Knicks fell to 2-4 and wasted a chance to piggyback on a dramatic victory in Chicago on Friday, when Rose and Joakim Noah made triumphant returns. On Sunday, Noah had a bad outing — four points, five rebounds and a key turnover during the dreadful fourth quarter.

Anthony and Porzingis each scored 28 points, but were outplayed by Rodney Hood in the final stanza. Hood scored 12 points in the fourth to finish with 18 and point guard Hill added 23 points with nine assists.

“I always said it’s our defense with our team that will spark everything,’’ Rose said. “Our defense is everything. Offensively we’re going to be fine. It’s definitely everybody being on a string, everybody communicating, everybody on the same page.’’

The clincher came on another big breakdown. Double-teamed at the perimeter after taking an inbounds, Hill flung the ball to a wide-open Hood underneath with 35 seconds left for a seven-point lead to seal the win. But that was a desperation play designed to create a steal.

“We had breakdowns when running the 1-3 pick-and-roll,’’ coach Jeff Hornacek said. “One guy switched, the other guy didn’t. I don’t know if it’s a combination where they said they were yelling it out.’’

Lee said last week the Knicks’ defense against the pick-and-roll is sloppy because in practice they face mostly triangle sets. Hornacek and Anthony said there’s some truth to it. The Knicks didn’t practice Saturday and are off again Monday.

According to Lee, Hornacek has yet to approach him about his controversial statement but thinks things could change.

“I heard he did say it’s not a bad idea,’’ Lee said. “I’m assuming next practice we have, we’ll probably go after that.’’

Rose had a decent game with 18 points and eight assists, but committed four turnovers. The Knicks had just five turnovers in Chicago.

The Knicks led by two entering the fourth, but Utah scored the period’s first nine points to take an 87-80 lead, all against Knicks reserves. Hornacek decided not to stagger in his substitutes and it cost him. The thin bench is a big issue as the Knicks lost all of their 16-point lead in Chicago on Friday mostly due to the play of their bench.

“The hope is that you have confidence in your guys on the bench,’’ Hornacek said. “You have to have confidence to bring them in and give starters some rest. Some nights it’s good, some nights it’s not.’’

To start the fourth, Hood sank two mid-range jumpers, and Joe Johnson sank a 3-pointer while, for the Knicks, Lance Thomas and Mindaugas Kuzminskas missed jumpers and the Jazz were rolling. Gordon Hayward finished with 28 points in his season debut after being out with a broken finger. He made 14 of 14 from the free-throw line — with Hornacek blaming the Jazz’s 35 free throws as a major factor.

“I had a lot of fouls, too,’’ Rose said. “I felt like they’re ticky-tack fouls. We are not getting the whistle right now. So have to figure out a way to keep our hands to ourselves. We have to play smarter.’’

Porzingis took over early as the 7-foot-3 Latvian scored 14 of the Knicks’ first 20 points, hitting three 3-pointers.

But it’s not the offensive flow that has the Knicks reeling with the Nets up next on Wednesday. The Knick have allowed at least 112 points in each of their four losses.

“We have to play defense the entire game,’’ Rose said.