This explains a lot about one of the most driven and successful men Scottish football has ever produced.
After nearly 50 years in football, and at the age of 66, Knox finds himself out of work. He has coached too many clubs to mention but his greatest tours of duty - at Aberdeen, Manchester United and Rangers - produced a glut of silverware.
Had things gone differently, and the old Craig Brown/Knox axis had stayed the course at Aberdeen, he might have been walking out at Pittodrie today for the visit of Celtic. But perhaps now is time for a rest?
"Nope," he says. "I like to work. I still want to get up in the morning and go off to work. I've been involved since I started as a part-timer with Forfar at 17 and I still want to be involved. Even at my age I'd rather work than not work. I'm not one of these guys who is happy going to the golf course. So I don't feel I'm done with football . . . though football might feel it is done with me."
Within the game, despite all his success, Knox has been a derided figure, depicted as a training-ground martinet who barks at players while living off the reputations of men like Sir Alex Ferguson and Walter Smith. It is a terrible calumny on many levels, not least because many men of the calibre of Ferguson and Smith sought Knox's counsel.
He is a self-confessed country loon, but one who went on to coach players with names and playing reputations far greater than anything he had known himself.
Imagine, for example, when he arrived at Old Trafford in 1986 and was suddenly in command of the cream of English football, some of whom might have asked: "who's this guy suddenly in charge of us?"
"Some of the views people have of me are a lot of nonsense," says Knox. "I've just always wanted my training to be organised, done properly, with no messing about. I never felt intimidated by any players, no matter how 'big' their names. I knew exactly what I was doing. Neither at Manchester United nor at Rangers, when I was surrounded by big-name players, did I ever think, 'Christ, I hope I get on all right.' That sort of thing never bothered me one iota.
"One of the best things that ever happened was when I got fed up with training one day at Manchester United. It was shoddy, the players were mucking about. Bryan Robson, Mark Hughes and all the big names were involved. I just said: 'Stop! I'm not having this. This isn't being done right. So you can all piss off and come back at 2pm. And if you are not doing it right then you can come back at 4pm and so on until it is done right.' The players complained to Alex about it, but Alex just told them: 'Be back at 2pm.'"
As with a lot of good things in Scottish football, Knox's story was informed by his experience of Jim McLean. The tyrant of Tannadice signed him in 1974 and, just like Walter Smith, McLean encouraged Knox to take up coaching. To this day he acknowledges the greatness of the then Dundee United manager.
"It was Wee Jim that got me into all this," he says. "I went to United and took the training at night. I had young guys like Graham Payne, Davie Narey, Paul Sturrock, Davie Dodds. Then I coached the reserve team for Jim. In those days, if United's first-team were playing at Tannadice, then I'd be on the road with the reserves. After a game, I might stop off for a pint before getting home, and the minute I'd got through the door my wife would say to me, 'he [McLean] has been on the phone three times looking for you.' That is how intense Wee Jim was about all things Dundee United.
"Jim was on a par with Alex Ferguson as a manager. He was brilliant. Where he probably wasn't on a par was his man-management skills. Alex in that regard was totally different. Jim just needed to relax a wee bit, but he couldn't."
Knox retired from playing, then managed Forfar for five years before one day a call came out of the blue from Ferguson, inviting him to be his assistant at Aberdeen in 1980. That shaped Knox's life thereafter as a "No.2", something which has occasionally nagged at him. "It wasn't by design; it just unfolded in front of me," he says. "Why would I not take these big jobs at big clubs? Where are you going to get better jobs? I felt very lucky, the luckiest man in football sometimes. I never felt the need to chase any job; jobs came to me. And they were big jobs."
Funnily enough, Knox claims that Ferguson did not ask if he wanted to go with him to Manchester United in November 1986; instead he presented it as a fait accompli. "We're going to Manchester United," Ferguson told him, revealing his secret talks with the Old Trafford board.
The claim is identical, 27 years later, to Davie Moyes' testimony that, when Ferguson asked him to a private meeting in May, there was no "would you, will you" about it. "You're going to be the next manager of Manchester United," Ferguson told him abruptly.
From the farm boy, to Forfar, Tannadice, Old Trafford and Ibrox, and with European football being scaled along the way, Knox rode the rollercoaster. For 38 of those years his wife, Janice, was a constant, until a brave and protracted battle with cancer finally claimed her in 2006. Craig Brown once told me Knox had been "heroic" during this period in his life, but it left him broken.
"My wife had been ill with cancer for five years before she died," he said. "We'd been married all these years and her loss floored me . . . completely floored me. I got very depressed. I suddenly felt alone. I found myself having a cup of tea at night, suddenly on my own. It really took it out of me. My wife didn't drink, she didn't smoke, and she died of cancer. It just felt really tough. I saw what she went through in these years - it was something she didn't deserve. It was very hard."
These days he has a new partner, looks fit and healthy at 66, and is relishing life again. The only thing he isn't happy about is his current unwanted retirement.