At the 1907 Canadian track championships, Knox won five national titles: 100 yards, pole vault, long jump, discus, and shot put.

In August or September 1909 he challenged World Heavyweight boxing champion Jack Johnson to a sprint, for a cash prize of $1,000.

[1] In 1912, he competed for the all-round professional championship against American John A. MacDonald, with Knox winning seven of the 10 events and the world title.

He was also hired to coach the British team at the 1916 Summer Olympics in Berlin, but this never came to fruition due to the First World War.

Whilst competing, and then coaching, he invested heavily in a silver mine, mainly worked by his brother Jack.