James Knott emigrated from Maryland to Cox’s Creek Settlement in Nelson County, Ky., in 1795 as part of the “League of Catholic Families.” His son Leonard, born in 1797, married Mary M. Drury and moved to Daviess County in 1826. They settled on this site in 1827, were founding members of St. Lawrence Catholic Church, and Leonard Knott built the first house in Knottsville there that year. James Millay named the town in 1833 when he opened a store and post office nearby. In 1834, the name was officially set in the Kentucky Legislature by the Honorable William R. Griffith, and Millay and Griffith formally laid out the town in 1836.