Knox was educated at the academies in Pembroke and Pittsfield, New Hampshire, became a teacher, and established an academy in Kingston, New Hampshire. In 1860 he went to Colorado to seek gold, and there became a reporter, and afterwards a city editor of the Denver Daily News and correspondent for various eastern newspapers. He went in the beginning of the civil war to the southwest, and served as a volunteer aid in two campaigns. He sent letters to the New York Herald and, after receiving a wound in a skirmish in Missouri, went to New York to become a journalist and general writer.
In 1866 he went on a journey around the world as a newspaper correspondent, the beginning of his life as a traveller to many places, including Siberia. Knox wrote forty-six books between 1865 and his death in 1896. Seven of these were republished with different titles. One of his most successful endeavors was The Boy Travellers series, comprisingtwenty volumes.
Note: M&M attributes the anonymously published novel Lady Hetty: A Story of Scottish and Australian Life (q.v.) (1875) to Knox, however it has since been established that John Service (q.v.) is the author.