Walter was among the early pre Great Migration settlers to New England. By his association with Conant, and his location in Naumkeag and Cape Ann, it is fairly safe to assume that he was there in connection with the early Cod fishing interests of John White's Dorchester Company. As seen by the excerpts below he was not one of the Puritans that later settled in the Salem, first with Endicott and later with Winthrop.
I descend from Walter Knight's daug. Elizabeth who married John Fairfield.
History of Salem Vol. 1 - pages 86 & 87 - The Old Planters.
It is not known how many persons constituted the colony, either at Cape Ann or Naumkeag. Walter Knight , 6 born about 1587, a carpenter, was one of the Episcopalians at Nantasket in 1622, and removed to cape Ann with Conant in 1625,
6Walter Knight removed to Boston about 1643, and was living there as late as 1653. He was litigious, often appearing in court as a party or witness, and in 1642 was complained of for being a frequent liar and for glorying in his and his wife's illicit relations before their marriage.In 1642 and 1643 he was complained of for not living with his wife. In each of these criminal prosecutions he was discharged. In 1644, he was called "old Knight."