[3] Educated at Sevenoaks School, Knight joined the Queen's Own Royal West Kent Regiment on the outbreak of the First World War, serving as a sniper; he saw action at Ypres, Messines Ridge and the Somme, and was awarded the Military Cross.

In 1917 he was promoted to captain in the 1st Battalion, Honourable Artillery Company, and went to the US in charge of a demonstration drill team.

After the war, he worked in London as a tobacconist with his brother Frank, the Knight family business involving the importing of Havana cigars from Cuba.

In 1924, he married Eva Olive Margaret Bennet; she died two years later.

Knight and Mr. Ramshaw made a joint appearance on the March 20, 1940 episode of the Fred Allen radio show, during which the eagle flew about the studio, nearly defecated on a studio audience member, and refused to return to Knight until the end of the show.