Both players are on a promotional tour of China while monitoring news from home about the NBA's labor impasse.
Asked by SNTV where they would go, Anthony replied "China." Paul said "Same, no question."
The answers may have been designed to compliment their hosts, but Anthony added "it's a lot of history here, the fans are great; why not, why not try it out?"
Meanwhile, Portland Trail Blazers point guard Patty Mills says he is looking into a move back to his native Australia to play in the National Basketball League as long as the NBA lockout continues.
"The most important thing for me is to find somewhere to play," Mills told Australian Associated Press. "Definitely NBL teams have reached out. I am looking at that, but also teams in Europe and other options. But right now there is no rush in making a decision; it will come over the next couple of months."
NBL chief executive Larry Sengstock was eager to bring Mills home, saying the league was "determined to look at any and every option to facilitate his signing with an NBL team."
Anthony and Paul, both members of the U.S. squad which won the 2008 Olympic gold medal in Beijing, continued their Hong Kong visit Wednesday before moving on to mainland China.