Knight has been married four times and given birth to three children. In 1960, Knight married her high school sweetheart, James Newman. Gladys gave birth to their son, James III (1962–1999). In 1963 daughter Kenya was born. Newman and Knight divorced in 1973. She married producer and Blackground Records founder Barry Hankerson in 1974. They had one son, Shanga Hankerson, and divorced in 1981. She married motivational speaker Les Brown in 1995. They separated and divorced in 1997. Also in 1997, she was baptized into The Church of Jesus Christ of Latter-day Saints, following her son and daughter. Knight married current husband, William McDowell, in 2001.