Anthony Rizzo was part of an epic comeback in the 2016 World Series with the Cubs, when they overcame a 3-1 deficit against Cleveland to win Chicago’s first World Series in over a century.

In order for the Yankees to win it all this year, they’ll have to do something no team has ever done: overcome a 3-0 hole in the World Series.

They took the first step Tuesday with an 11-4 win in Game 4 of the World Series in The Bronx.

“I’ve heard Kevin Millar’s speech many times,’’ Rizzo said of the Red Sox slogan from their historic comeback against the Yankees in the 2004 ALCS. “ ‘Don’t let us win one.’ [Wednesday] is all about rallying to get on a plane to LA.”

The mindset with the Cubs when they went down 3-1 was simple: “We knew we won three games in a row that year plenty of times. Now, we’ve won one, which is the hard one. We just have to keep it up and get to Game 6.”

It came in what could have been Rizzo’s last game as a Yankee, which the first baseman acknowledged before the game.

“This could very well be,’’ Rizzo said before the game. “I’m a realist. I’m not naive to it. But I think all that will shape out when the time is right. It’s more just driving to the field and being with this group that means the most to me.”

The Yankees have a $17 million option on the first baseman for next year and can also buy him out for $6 million or negotiate a new deal to bring Rizzo back to The Bronx next season.

That decision will be put off for at least another day.

Rizzo made clear his preference, but knows the reality of the situation — and did what he could to avoid the season ending by making a terrific catch against the netting of a Teoscar Hernandez foul ball to lead off the fourth.

Mixed in, though, was Rizzo striking out looking to open the second and popping out with the bases loaded in the third, as well as flying to center with two on in the fifth.

“I love playing here,” Rizzo said before the game. “I love being a Yankee. I love what comes with it. I love the standard that has been set here from all the generations, the great Yankees in the past.”

Whether he continues to be next year, though, remains in question.

The Yankees don’t exactly have anyone knocking at the door from the minor leagues to play first base — rookie Ben Rice provided a spark there this summer when Rizzo was out with a fractured forearm, though he is a natural catcher — but Rizzo is coming off the worst two regular seasons of his 14-year career.

In the meantime, Rizzo was trying to soak up the final days of the Yankees’ season.

“There’s no tomorrow anymore,” Rizzo said. “There really isn’t. Today could be our last drive to the ballpark. Today could be the last time this team’s ever together — this could be the last time we’re ever together.”

But it’s not over yet.