After edging out Russia's Aleksandr Oreshkin 3–2 in the first round of the 2016 World Championship, King lost 4–2 to Jelle Klaasen in round two. He won through to the semi-finals of the Dutch Darts Masters, which included recovering from 5–0 down to Benito van de Pas in the quarters to win 6–5, and was beaten 6–2 by Michael van Gerwen. He lost 9–7 to Van de Pas in the third round of the UK Open. King inflicted James Wade's first ever first round defeat at the World Matchplay by beating him 10–5 and then saw off Brendan Dolan 11–8 to play in the quarter-finals of the event for the first time in seven years. In an extremely tight match he narrowly lost 16–14 to Phil Taylor, with the 16-time world champion stating that it was the best he had seen King play for two or three years. He lost in the opening round of both the World Grand Prix and Players Championship Finals and James Wilson edged out King 10–9 in the second round of the European Championship.