Harder to digest is the realization he might be taking hometown hero Chauncey Billups with him.
Billups' name was dragged into this Melo-drama over the weekend in the most recent round of trade chatter, a proposed three-team deal involving Detroit and New Jersey and at least 13 players.
The point guard has long maintained he wants to stay in the Mile High City, but acknowledged after morning practice Tuesday the situation was well beyond his control.
"I've been doing this for a long time. It's part of business," said Billups, whose team hosts the Phoenix Suns on Tuesday night. "You've got to try to come to work and do your job, see what happens."
Anthony expressed remorse Monday that Billups was linked to trade talk. He understands how beloved Billups is in this city and how entrenched Billups, his wife and three daughters are in the community.
"I really respect and appreciate the fact that Melo is concerned with my future and my life and my family. That just shows what kind of person he is," said Billups, a local high school grad who was a standout at the University of Colorado. "We have a big brother-little brother type of relationship. He knows what's important to me.
"So for him to be even thinking about that in such a crazy time for him, it means a lot," Billups added. "Unfortunately, the business of basketball is a little bigger than Melo and myself and whoever else, any name out there. It's how the ball bounces."
Billups, in his 14th season, would like to retire with the Nuggets. But he understands the reality, having been dealt a few times over his career, including the trade that brought him back to Denver from Detroit during the 2008-09 season.
"Basketball is going to be basketball anywhere. I'll be able to play basketball on the moon if they had a flight there," Billups said. "But the family part of it is the most difficult situation. My girls are old enough now ... to know what's going on and that is really, truly the toughest part of all of this."
Billups' name began surfacing over the weekend in a reported deal that would reunite Billups and former Pistons teammate Richard Hamilton in New Jersey along with Anthony.
The Nets would send rookie power forward Derrick Favors, point guard Devin Harris and others to Denver in the deal that would get them Anthony, Billups, Hamilton, Shelden Williams and Terrico White, who's injured.
It's a deal that hinges on whether Anthony will sign his three-year, $65 million extension so that the Nets can have him as their cornerstone for years to come.
Anthony gave no indication Monday if he would agree to sign the extension and go to the Nets.
Should Billups be dealt to the Nets, he could ask the team to tear up his contract after the season so he could return to Denver as a free agent next season.
"That's something we'll talk about later, man," Billups said.
Nuggets coach George Karl said that as long as he was running the team, Billups would always be welcome.
"You know how I feel about Denver," Billups said. "I'm probably always going to live in Denver the rest of my life, when my career is over.
"You never know what could happen."