Harry Knox was born in West Kensington on 10 April 1896, the son of Harry Knox and Rosamund Alice Knox (née Dyne). He joined the Royal Navy as a Cadet on 15 January 1909, was promoted to Midshipman on 15 September 1913 and appointed to the battleship HMS VANGUARD on the same date. Promotion to Sub Lieutenant followed on 15 September 1915 and, on 30 November 1915 he was appointed to HMS GARRY. On 4 March 1916 he joined the destroyer HMS PELICAN and, on 7 May 1916, HMS BEAVER. On 28 September 1916 Harry Knox was appointed to HMS NORTHESK.

On 9 July 1917 Harry Knox joined submarines when he was appointed to HMS DOLPHIN ‘for Submarine training‘. He was promoted to Lieutenant on 15 September 1917, and this was followed by an appointment to HMS F3, as First Lieutenant to date 1 December 1917. On 31 May 1918 he was appointed to the Submarine Depot Ship HMS ADAMANT at Brindisi ‘for Submarines’ and this was followed by an appointment to HMS E12 as First Lieutenant on 31 August 1918. He transferred to HMS E21 as First Lieutenant on 12 October 1918, followed by HMS E46 on 5 June 1919. His next appointment was to HMS L71 as First Lieutenant to date 20 April 1920.

On 14 March 1921 Harry Knox was invalided home from Gibraltar having been diagnosed with pulmonary tuberculosis. Following medical surveys, he was placed on the Retired List – Medically Unfit on 27 June 1921. Harry Knox is reported to have died at Highgate on 3 September 1922.