For most of the War of the Fourth Coalition in 1806, Knesebeck served with General Rüchel's staff. Seconded to Frederick William III of Prussia's staff, it was reportedly due to Knesebeck's quick thinking that the king evaded capture during the double Battle of Jena–Auerstedt, as well as during his subsequent flight. He retained the king's favour for the rest of his career. During the retreat, Knesebeck was alone among officers on the staff to strongly advocate for a bold advance westward to combine with the forces of Blücher, Lecoq and the Duke of Weimar, in order to provide resistance there and buy time for new Prussian forces to be established in concert with Russia. Though the plan was initially received with enthusiasm by the general staff, the strong opposition of General Massenbach won the day and the retreat continued towards Magdeburg.