Awarding the album four and a half stars at Jesus Freak Hideout, Scott Fryberger stated: "Live at the Knight is John Mark McMillan's first ever live album, and he, his band, and the sound crew all nailed it."[3] Cal Moore at The Christian Manifesto gave the album five stars and wrote that "Live at The Knight certainly fits in the 'best of' category."[1] Rating the album four stars for New Release Today, Mary Nikkel said: "If a lot of contemporary worship has begun to feel dry and sterile, this rowdy, passionate set of live songs might be exactly the refreshment you need."[4] In a ten out of ten review by Cross Rhythms, Stephen Curry said, "this whole live experience is masterfully executed from one of the Church's finest artists."[2]