Aged 19, Knight appeared in the last Ziegfeld Follies show, Hot-Cha! (1932). She featured in four other Broadway shows, Take A Chance (1932), Jubilee (1935)[3] (where she introduced the Cole Porter classic "Begin the Beguine"),[4] The Would-Be Gentleman (1946) (her only non-musical) and Sweethearts (1947).[3]

She also had a short-lived film career, appearing in 12 films from 1930 to 1940, most notably in Broadway Melody of 1936 (1935), in which she sang the hit song "I've Got a Feelin' You're Foolin'" with co-star Robert Taylor.