Knesebeck was born on the family estate Karwe, close to Neuruppin in the Margraviate of Brandenburg, as the son of an officer who had served in the Royal Guard of Frederick the Great and been severely wounded the Battle of Kolín. Knesebeck entered military service in 1783 aged 14, when he was commissioned into the Regiment of General von Kalckstein in Magdeburg. As he showed a keen interest in poetry, he soon made friends with the later famous authors and poets Friedrich de la Motte Fouqué and Heinrich von Kleist, who served with him during his early career. In 1787 he was posted to the Regiment of the Duke of Brunswick.