Newcastle halfback Andrew Johns scored a try and kicked six goals from six attempts to maintain an impressive record against the Warriors, whom he has beaten nine times against one loss.
For the Warriors, it was a frustrating start to the season, after they had raced to a 16-0 after 30 minutes through three tries, all from accurate kicks.
They were helped by a significant first-half penalty count, at one stage 6-1 in their favour, and by some handling errors by the Knights.
After 16 minutes, standoff Lance Hohaia kicked ahead early in the tackle count and saw the ball sit up nicely for centre John Carlaw to cross untouched.
Halfback Stacey Jones missed the conversion, and was to end the match with three goals from seven attempts, although most were from out wide.
Six minutes later, a Jones crosskick found winger Francis Meli in open space and with the simple task of crossing over.
Jones was again in the action in the 27th minute when his bomb to the opposite sideline was plucked out of the air by winger Henry Fa'afili.
Just when it looked like the Warriors were taking firm control, the Knights closed the gap with two quick tries shortly before halftime.
Firstly, second rower Steve Simpson pierced a weak defensive line to cross, then lock Ben Kennedy forced his way over close to the ruck.
Johns converted both times to bring Newcastle back to 12-16 at the interval.
The Warriors extended the margin early the second half with Jones again playing a role, before Hohaia chased down his own kick ahead to score in the corner.
The Knights hit back again, with a Johns break from quick penalty tap producing a converted try for winger Timana Tahu to close the score to 18-20.
Hohaia then chose the moment to score a superb individual try, slipping tackles directly from a scrum deep in Newcastle territory.
But from there, the momentum swung towards the Knights as they lifted their intensity.
A Tahu try and then one by Johns, both converted, put the visitors in the lead for the first time, before winger Anthony Quinn sealed victory with a late effort.
Ericsson Stadium, Auckland NZ. Ref: Tim Mander. Crowd - 16,291.
Warriors 26 Tries: Carlaw, Meli, Fa'afili, Hohaia 2 Goals: Jones 3/6
Knights 36 Tries: Simpson, Kennedy, Tahu 2, Johns, Quinn Goals: Johns 6/6
League Unlimited Players of the Game.
1. Andrew Johns 2. Ben Kennedy 3. Lance Hohaia