Bolton, who were relegated last season, have a win and a draw to their name so far and Knight has said that the club must cope with the pressures a new league brings.
"I think as players you have to play with pressure," Sky Sports News quotes Knight as saying. "As a club we'd been in the Premier League for 11 years.
"I'd never been relegated myself so it was kind of hard to take. I've always played in the Premier League, that's what I want to get back to and that's what everyone else wants to get back to.
"Some of the boys came here to play in the Premier League so hopefully we can do it at the first time of asking."
Bolton face Nottingham Forest tomorrow.