They Knew Mr. Knight is a 1946 British drama film directed by Norman Walker and starring Mervyn Johns, Nora Swinburne and Joyce Howard. It was based on a 1934 novel of the same title by Dorothy Whipple. A man is sentenced to twelve months in Lincoln jail following his involvement in a share scam, plunging himself and his family into despair. However, by the time of his release he is able to face his uncertain future with fortitude.

The film was made by Norman Walker's G.H.W. Productions, funded by the Rank Organisation, at Denham Studios. It suffered a financial loss on its release and it was the last of four films that Walker made for Rank.