Members of the team went to the subway station below the Garden to take the train back to the hotel.
The team was staying at a hotel near the arena but decided to take the subway back to the hotel due to traffic delays.
James, in a video posted by the NBA , said it was his first time taking the subway in New York.
"When in Rome," teammate Kyle Korver said.
The MTA took note of LeBron's ride on Twitter:
The Cavs enjoyed their New York visit even more by the time Monday night's game was over, as James had 23 points, 12 assists and nine rebounds, Korver scored 19 of his 21 points in the fourth quarter to spark a huge comeback, and the Cavaliers beat the Knicks 104-101.
James also had a technical foul after a first-quarter altercation with Frank Ntilikina and Enes Kanter, which seemed to charge up the Knicks. But he didn't lose his poise then or midway through the third quarter, when Tyronn Lue yanked the five starters with the Knicks on their way to a 23-point lead.
"I knew we had another half," James said. "Didn't know that I was going to get snatched like that early in the third, but I felt if I got back in I could still make some plays to help our team win."
He did, hitting two of the Cavaliers' nine 3-pointers in the fourth after they made just seven through three quarters and helping the Cavs charge back for their eighth straight victory at Madison Square Garden.
(The Associated Press contributed to this report.)