McKnight began as a centre forward with Grimsby Town in September 1889, in the opening match of the 1889–90 season.[1] He also played for Aston Villa before joining Middlesbrough Ironopolis,[2] where he played from 1892 to 1893. One review during his time with Aston Villa in 1891 described McKnight as "elephantine".[3] At the end of the 1892 season with Ironopolis, it was reported that "McKnight makes a wonderful difference in the team", which had averaged one goal per game when he was absent for a stretch, but "since his reappearance... registered 20 goals in four matches".[4] It was also reported at that time that McKnight and other core players had signed on with Middlesbrough for the next season.[4]
In March 1893, it was reported that "McKnight, the centre-forward of the Middlesbrough Club, has been engaged by Darwen".[5] Later that year, it was speculated that "McKnight, ex-Grimsby, ex-Aston Villa, ex-Middlesboro, ex-nearly everywhere, is likely to leave Darwen for Ardwick", although this departure did not materialise, and McKnight remained with Darwen for the following year.[2]
In the January 1894 FA Cup first round match between Darwen and Derby County, McKnight "got off capitally" in a corner recovery of a blocked goal attempt against Darwen, then had a goal attempt of his own blocked despite being "an excellent shot", and "was caught red-handed by the referee when getting up after his dirty work, and he was promptly cautioned, some laughter being caused by the offender being on his knees".[6] Later in the season, McKnight was singled out for praise in Darwen's 3–0 victory over Walsall Town Swifts, scoring one goal "with a high shot", assisting with another, and scoring a goal from offside towards the end of the match.[7] In total he made 24 appearances in the Football League for Darwen, scoring 10 goals.[8]
After two seasons with Darwen, McKnight moved to Burnley of the First Division. In September 1894, McKnight was injured in one game, having to be carried from the field with a twisted knee during a match against Nottingham Forest, in which McKnight's scoring efforts had been frustrated several times during the game.[9] Later that month, however, McKnight scored the winning goal in a 2–1 victory over Wolverhampton Wanderers, though some observers felt that the player McKnight received the ball from was offside, and the goal should not have counted.[10]
In a March 1895 match against Small Heath, McKnight was criticised for "harassing and questionable tactics", including a blow to the ribs of an opposing player that caused a stoppage of the game, which Burnley went on to lose.[11] McKnight was again frustrated in an April 1895 match against Aston Villa, being called for a foul while "bearing down on the home goal" in a match that Burnley lost 5–0.[12] In total he made 22 Football League appearances for Burnley, scoring 6 goals.[8]