After his graduation from Harvard, Knox sought employment with Van Devanter. Van Devanter recommended Knox to fellow justice James Clark McReynolds, who had three clerks during his time on the bench, beginning in 1927 with Maurice Mahoney for seven years, followed by John Knox for one term, and finally John McHale who came to him from Justice van Devanter on the latter's retirement and remained with him until 1941. Only after accepting the job did Knox learn that McReynolds was difficult to work for. Knox served as private secretary and law clerk to McReynolds during the Supreme Court's October 1936 term. Knox would later write a long memoir of that experience, A Year in the Life of a Supreme Court Clerk in Franklin D. Roosevelt's Washington, centered mostly on his relations with McReynolds and McReynolds's two black servants, but also containing observations on other members of the Supreme Court at that time, and the historical period in general. Such memoirs are rare; few other law clerks to Supreme Court justices have documented the experience, and Knox's memoir, though not the first published, represents one of the earliest such documents.
Subsequent career
Knox’s clerkship ended when McReynolds fired him for taking time off to sit for the Washington, D.C. bar examination, which Knox failed. The remainder of his life was a succession of personal and professional disappointments. He returned to Illinois in 1937. He initially landed, from 1938 to 1942, a position with a prestigious Chicago law firm but was fired when he failed the Illinois bar examination. Although Knox finally passed the exam, he never acquired a secure and permanent position with a firm. From 1942 to 1945, he worked as Senior Attorney, U.S. War Production Board, Region VI, and from 1945 to early 1947 at the Cravath law firm in New York City. An attempt at running his family's already faltering mail-order book business after his father's death proved disastrous, but Knox eventually found his niche in the Chicago claims office of the Allstate Insurance Company, a Sears subsidiary, working there until his retirement in 1973. Knox was a member of the Bars of Illinois, New York and of the Supreme Court of the United States. He also belonged to the Society of Mayflower Descendants, the Society of Colonial Wars, the Sons of the American Revolution, the , and the . Knox's club at Harvard was Lincoln's Inn. The dwindling value of the Sears stock on which Knox's retirement income was based made his last years difficult. A lonely bachelor who struggled with prostate cancer the last decade of his life, Knox died in 1997 in Oak Park, leaving many of his papers to Harvard Law School.