Knights was raised on a dairy farm in Longwarry, where he played for the local football club and attended school in neighbouring Drouin. In his first two seasons at , Knights would get a taxi to training, then on the weekends would be driven to games by his parents. To make it easier for him to play without having to make long commutes to and from home, Knights was billeted with a family in Melbourne and finished his education at Camberwell High School. He was in his own words a "quiet and shy" country kid when he arrived at Hawthorn, and it would be champion rover Peter Crimmins who helped Knights settle in at the club. He became easily identifiable on the field with his blond hair and his ability to frequently take spectacular high marks. He was also a great exponent of the drop kick and the torpedo punt kick.