He served in Cuba with the Rough Riders during the Spanish-American War.
Following that conflict, Knox became a newspaper reporter in Grand Rapids, Michigan, the beginning of a career that grew to include the ownership of several papers.
He changed his first name to Frank around 1900. In 1912 as founding editor of New Hampshire's Manchester Leader, forerunner to the New Hampshire Union Leader, he supported Theodore Roosevelt's Progressive ticket. During World War I, Knox was an advocate of preparedness and United States participation. He served as an artillery officer with the rank of Major in France after America entered the hostilities.
In 1930, Frank Knox became publisher and part owner of the Chicago Daily News. An active Republican, he was that party's nominee for vice president in the 1936 election, under Alf Landon. Landon and Knox were the only supporters of Theodore Roosevelt in 1912 to be later named to a Republican ticket. They lost by a landslide, winning just Maine and Vermont.
Knox, who was an internationalist and supporter of aid to Britain, became Secretary of the Navy in July 1940, as President Roosevelt strived to create bi-partisan appeal for his foreign and defense policies following the defeat of France.
As Secretary, Frank Knox followed Roosevelt's directive to expand the US Navy into a force capable of fighting in both the Atlantic and Pacific. Chief of Naval Operations Ernest J. King had full control of naval operations during the war, and often kept Knox in the dark about plans. Knox was able to block King's efforts to control procurement of war supplies, but on the whole the civilian side of naval affairs was run by Assistant Secretary James Forrestal, who was closer to Roosevelt than Knox. Secretary Knox had so much free time that after hours he ran the business affairs of his Chicago newspaper.
Following a brief series of heart attacks, Secretary Knox died in Washington, D.C. on April 28, 1944 while still in office. He was buried on May 1, 1944 in Arlington National Cemetery with full military honors.