His parents were Arthur Edward Knox of Castlereagh, near Killala, County Mayo, (later Trotton House, Sussex) and Jane Parsons, daughter of Laurence Parsons, 2nd Earl of Rosse.
The noble lineage of his family was traced back to Arthur Edward Knox of Castlereagh, near Killala, County Mayo, (later Trotton House, Sussex), and his mother, Jane Parsons, who was the daughter of Laurence Parsons, 2nd Earl of Rosse.