The amplitude and phase of the cosmic ray anisotropy are well established experimentally between 10^{11} eV and 10^{14} eV. The study of their evolution into the energy region 10^{14}-10^{16} eV can provide a significant tool for the understanding of the steepening (knee) of the primary spectrum. In this letter we extend the EAS-TOP measurement performed at E_0 around 10^{14} eV, to higher energies by using the full data set (8 years of data taking). Results derived at about 10^{14} and 4x10^{14} eV are compared and discussed. Hints of increasing amplitude and change of phase above 10^{14} eV are reported. The significance of the observation for the understanding of cosmic ray propagation is discussed.