Just five days later, with the outbreak of the Boer War, Knox was given command of 13th Infantry Brigade on the mobilisation of the 6th Division under General Kelly-Kenny, which formed part of the South African Field Force. Following the Relief of Kimberley, he took part in the Battle of Paardeberg in February 1900, and was severely wounded by a gunshot in the chest. In March 1902, he was appointed to the command of the Bloemfontein garrison in the Orange River Colony. Following the end of the war in June that year, Knox returned to the United Kingdom in the "SS Dunottar Castle", which arrived at Southampton in July 1902. For his services during the war, he was thrice Mentioned in Despatches, awarded the Queen's South Africa Medal and the King's South Africa Medal, promoted substantive major general (dated 4 December 1899), and knighted as a Knight Commander of the Order of the Bath (KCB) in the April 1901 South Arica Honours list (the order was dated to 29 November 1900, and he was only invested as such after his return home, by King Edward VII at Buckingham Palace on 24 October 1902).