Trier appeared in 24 games for the Knicks during the 2019-20 season. He averaged 6.5 points, 1.2 rebounds and 1.2 assists. He shot a career-high 48.1 percent from the field, 35.8 percent from three and 79.1 percent from the charity stripe. Trier set single-game season highs of 22, points, four rebounds, four assists, three triples, one steal and one block. In the seven games that Trier saw at least 15 minutes, he averaged 11.1 points, 1.7 rebounds and 1.7 assists. Trier's longest streak of performances with at least one rebound and one assist was five games from Nov. 8 through Dec. 2. During that stretch, he averaged 7.4 points, 1.4 assists and 1.2 rebounds in 11.4 minutes. Trier had eight performances with double-digit points, eight games with multiple rebounds and nine games with multiple assists. He also had three games with at least one steal and four games with at least one block. Trier had 11 performances with at least one made three-pointer.

After leaving the University of Arizona, Allonzo Trier arrived in the NBA undrafted. The New York Knicks signed him to a two-way contract. Upon joining the Knicks, he was asked to shoot threes, and he impressed the team by shooting 39.4 percent from beyond the arc. His range and free-throw efficiency (80.3 percent) allowed him to accumulate 10.9 points per game in his first season. He was second in free throws made on the roster, showing he was willing and aggressive on the drive. In player who played more than 20 games, he led the Knicks in three-point percentage. His play demonstrated to the coaching staff and management that he was the real deal, and on Dec. 13, he was upgraded to a full NBA contract. His most impressive stretch of the season came in late February and early March. From Feb. 26 to Mar. 10, Trier scored double digits every night, including 29 points, eight rebounds, and two steals against the Kings on Mar. 4. His best game of the season was against the Houston Rockets, where Trier scored a career-high 31 points to go along with ten rebounds, three assists, and a steal.