Knight was the son of a Leonard Knight and lived at South Duffield, Hemington. On coming of age, he claimed from his uncle some property which had been left to him by his father, an Anglican, and his uncle who denounced him to the authorities for being a Roman Catholic; he was at once seized and committed to the custody of a pursuivant named Colyer who treated him with indignity and severity. He was sent in October, 1593, to York Castle, where William Gibson and George Errington were already confined, the latter having been arrested some years before for participation in a rising in the North.