This fine discoverer hails from England, born there in 1640 at a time when nobody kept any records it seems. Anyway, he joined the Hudson's Bay Company, the world's oldest still-running company, in 1676 as a staff carpenter. I'm assuming that's how he got to Canada as the ressources on this particular explorer are not very extensive. What is known is that he was Chief Factor at Fort Albany, on the James Bay, in 1682.
It was times of trouble for the Hudson's Bay Company, due to many years of war between France and Britain during which France destroyed or took over HBC posts. Also the company owed much money. It was Knight's job to resurrect the reputation and credibility of the company, and to make it money, of course. So in 1714 he was sent to York Factory to take it back from the French.
Along the way, sometime in his life, he met a Chipewyan woman who went by the name of Thanadelthur. She was captured by the Cree in 1713 but escaped with another woman, who died of cold during their escape. Thanadelthur, however, reached York Factory in 1714. She became a great friend of James Knight, and she told him stories of the northern waterways and the yellow metal, making reference to rich minerals and possibly, as Knight believed, the elusive Northwest Passage. Unfortunately Thanadelthur was unable to bring Knight there as she died in 1717.
He was so convinced that she was talking of this particular route that he went to England where he was given permission to seek out this Northwest Passage, a trek that the Hudson's Bay Company had avoided recently, believing that there was no such passage.
James Knight left in 1719, from Gravesend, England, to seek out the Northwest Passage, full of confidence, with two vessels, the Albany and the Discovery. Neither of the boats and none of the crew returned. It is believed that they survived a wreck, which was found in later explorations, only four days away from an establishment.
The wreckage of the Albany and the failure of any survival on the part of the crew is a total mystery as the ship was near land and only days away from a Hudson's Bay Company post. It is believed that little by little the crew died of exhaustion and cold. The last man died digging a grave for another man.
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