She was the daughter of William Knight, a Chelmsford grocer and Priscilla Allen, daughter of the non-conformist radical. The family were Quakers and took an active part in temperance and anti-slavery movements.

In 1831 she wrote Mary Grey: A Tale for Little Girls.

Anne founded a branch of the Women's Anti-Slavery Society in Chelmsford and worked closely with Thomas Clarkson.

A village, Knightsville, was named after her in Jamaica.

When women were prevented from participating in the World Anti-Slavery Convention in London in 1840, Anne was outraged, and started to campaign for women's rights. A few women were included in the painting of the convention with Knight; these were Elizabeth Pease, Amelia Opie, Baroness Byron, Mary Anne Rawson, Mrs John Beaumont, Elizabeth Tredgold, Thomas Clarkson's daughter Mary and right at the back Lucretia Mott.

In 1847 Knight produced what is considered the first leaflet for women's suffrage. Her efforts to impress the importance of women's suffrage on such reform leaders as Henry Brougham and Richard Cobden proved of little use, as did her efforts with the Chartist leadership.

She moved to France in 1846 and participated in the revolution of 1848. With Jeanne Deroin she challenged the banning of women from political clubs and the publication of feminist material. In 1851, she worked with Anne Kent to form the Sheffield Female Political Association, the first British organisation to call for women's suffrage.

She never married and died in Waldersbach, near Strasbourg, France on November 4, 1862.

One of the student accommodation 'New Houses' buildings at the University of Essex 'Anne Knight House' is named after her. In January 2005 the Colchester Quaker Housing Association opened a hostel for young people in Chelmsford, her birthplace, and named it Anne Knight House in her honour.

A building in Chelmsford, which was used as a Quaker Meeting House from 1823 until the 1950s, was named the Anne Knight Building in her honour. It is a Grade 2 listed building and formed part of the Anglia Ruskin University Central Campus, until they vacated the premises (due to relocation to a nearby site) in 2008. The Building, which is opposite the Railway Station, is currently unused, however it will be brought back into use once the rest of the former Campus site is redeveloped in the coming years.