Rudy Gobert had 18 points and 14 rebounds for the Jazz, who won their third straight against a team well below .500 from the Eastern Conference. Utah racked up 129 and 126 points in victories over Washington and Cleveland, respectively, then never trailed against the Knicks.
"No disrespect to teams we've been playing but these are games where we should come out on top," Mitchell said. "We have a test coming up against Boston where we've got to keep the same energy. We've got to go out and continue to play the same way against tougher teams."
Spike Lee was not in his seats, a day after the Oscar-winning writer-director vowed to attend no more Knicks home games this season after arguing with security guards Monday who told him he had to use a different entrance to reach his courtside spot.
Plenty of other fans stayed away on a night when there were plenty of noticeable patches of empty seats and an announced crowd of just 16,588 -- well below the capacity of 19,812 -- for the third game of the Knicks' five-game homestand.
The Jazz pulled within a half-game in the West of the fourth-place Houston Rockets, whom the Knicks surprised with a 125-123 victory on Monday.
But New York couldn't follow that up, quickly falling into a 17-point hole and having its two-game winning streak snapped.
"I'll give them credit. We've played some really good execution teams and I'm not sure there's a better execution team in the NBA than Utah," Knicks interim coach Mike Miller said. "It's the way they just keep coming at you. They make the right plays. They're just difficult to play with."
Mike Conley finished with 17 points and eight assists for Utah.
Julius Randle had 32 points and 11 rebounds for the Knicks, and Bobby Portis came off the bench for 21 points. Elfrid Payton had 20 points, nine assists and seven rebounds.
The Jazz came in leading the NBA in 3-point percentage at 38.5%. They hit only 10 for 36 (27.8%) on Wednesday, but that was low mostly because Mitchell and Royce O'Neal each were 1 for 7.
Utah hit enough of them to take a quick lead and stayed safely ahead from there.
Utah started 4 of 6 behind the arc for a 23-11 lead which it pushed to 33-16 when Jordan Clarkson made two free throws after being fouled on a 3-point attempt with two minutes left in the opening quarter.
The Knicks had it down to 64-54 at halftime and were within three on a few occasions early in the third quarter. But Utah quickly regrouped to push the lead back into double digits and then blew it open early in the fourth.
"They just executed," Randle said. "They're a veteran team. They really move the ball, spread the floor, get into the paint, kick it out, swing, swing, swing."
R.J. Barrett, who tied his season high with 27 points Monday, didn't make his first field goal until there were just over two minutes left in the first half. He finished with 14 points.
Jazz: Mitchell was born in Elmsford, New York, and had a large crowd of fans greeting him when he came onto the court during pregame warmups. ... Utah has won the last four meetings.
Knicks: New York played without backup center Mitchell Robinson because of a sore left hamstring. ... G Dennis Smith Jr. remained out while in concussion protocol but G/F Reggie Bullock returned. He had four points in 20 minutes.
The game would have featured the NBA's two most accurate shooters had Robinson been able to play. He is shooting 73% and Gobert came in making 69.6%.
Jazz: Visit the Boston Celtics on Friday.
Knicks: Host the Oklahoma City Thunder on Friday.
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Mitchell, Bogdanovic ball out at MSG
Donovan Mitchell and Bojan Bogdanovic mow down the Knicks at MSG, each scoring 23 points on the way to a 112-104 Jazz victory.