For all of Carmelo Anthony’s world-class talents, having him on the court comes with at least one drawback: The eight-time All-Star has so much confidence in his ability to score that he typically looks to shoot in critical situations regardless of how many defenders are hounding him.

Anthony is undeniably a scoring star, though one who often does things his own way—particularly at the ends of close games. So far this season, in his first action since major knee surgery in February, he has struggled to find his shot, going...