Knox reported back to London about the way the Russian people responded to the outbreak of war: "Wives and mothers with children accompanied the reservists from point to point, deferring the hour of parting, and saw cruel scenes, but the women cried silently and there were no hysterics. The men generally were grave and quiet, but parties cheered one another as they met in the streets."
Knox worked closely with leading political figures in order to keep Russia in the war. This included having regular meetings with Mikhail Rodzianko: "If there has ever been a Government that richly deserved a revolution it is the present one in Russia. If it escapes, it will only be because the members of the Duma are too patriotic to agitate in this time of crisis. I saw Rodzianko (President of the Duma) and spoke of the preventable sufferings of the people and of my astonishment at their patience under conditions that would have very soon driven me to break windows. He only laughed and said that I had a hot head."
As well as working closely with George Buchanan, the British Ambassador in Russia, he also made several visits to the Eastern Front. After the overthrow of Tsar Nicholas II and the creation of a Provisional Government in Russia, Knox became convinced that the British should give full support to Alexander Kerensky: "There is only one man who can save the country, and that is Kerensky, for this little half-Jew lawyer has still the confidence of the over-articulate Petrograd mob, who, being armed, are masters of the situation. The remaining members of the Government may represent the people of Russia outside the Petrograd mob, but the people of Russia, being unarmed and inarticulate, do not count. The Provisional Government could not exist in Petrograd if it were not for Kerensky."
Knox watched the Bolsheviks take control of the Winter Palace: "The garrison of the Winter Palace originally consisted of about 2,000 all told, including detachments from yunker and ensign schools, three squadrons of Cossacks, a company of volunteers and a company from the Women's Battalion. The garrison had dwindled owing to desertions, for their were no provisions and it had been practically starved for two days. There was no strong man to take command and to enforce discipline. No one any stomach for fighting; and some of the ensigns even borrowed great coats of soldier pattern from the women to enable them to escape unobserved."
Knox intervened in order to help free members of the Women's Battalion who had been captured during the revolution. This involved him negotiating with Vladimir Antonov-Ovseenko: "I borrowed the Ambassador's car and drove to the Bolshevik headquarters at the Smolny Institute. This big building, formerly a school for the daughters of the nobility, is now thick with the dirt of revolution. Sentries and others tried to put me off, but I at length penetrated to the third floor, where I saw the Secretary of the Military-Revolutionary Committee (Vladimir Antonov-Ovseenko) and demanded that the women should be set free at once. He tried to procrastinate, but I told him that if they were not liberated at once I would set the opinion of the civilized world against the Bolsheviks."
In 1918, the journalist, Arthur Ransome was recruited as a spy by the British government. He had a close relationship with Leon Trotsky and Karl Radek. Much of his information came from Trotsky's secretary, Evgenia Shelepina. Knox was unaware of this and considered Ransome's pro-Bolshevik articles that were appearing in the Daily News and the New York Times, treasonous. He suggested that Ransome should be "shot like a dog".
A member of the the Conservative Party, at the 1924 General Election, he was elected as Member of Parliament (MP) for Wycombe, defeating the sitting Liberal MP Vera Terrington. He held his seat through subsequent general elections, serving in the House of Commons until the 1945 General Election.
Alfred Knox died in 1964.