Knox was married to Caroline Elizabeth Todd (1847–1922), a daughter of Elizabeth Irving (née Gilliss) Todd and William Balch Todd, a director of the Bank of the Metropolis.
Knox was united in marriage with Caroline Elizabeth Todd, born in 1847 and passed away in 1922, the daughter of Elizabeth Irving (née Gilliss) Todd and William Balch Todd, who held a role as the Bank of the Metropolis's director.