Pine Knot is an unincorporated community and census-designated place (CDP) in McCreary County, Kentucky, United States.

Pine Knot is located in southern McCreary County.

U.S. Route 27 passes through Pine Knot east of the original center of town.

Kentucky Route 92 intersects US 27 in Pine Knot, leading east 19 miles (31 km) to Williamsburg.

There were 653 housing units at an average density of 102.3 per square mile (39.5/km2).

30.5% of all households were made up of individuals, and 8.9% had someone living alone who was 65 years of age or older.