Despite their bad luck, they refused to lie down, and first half scores to Dane Gagai and Akuila Uate kept them within range while late four-pointers to James McManus, and a second to Uate, left the door open for an unlikely victory.
"I wouldn't say I was completely satisfied with it," said coach Andrew McFadden.
"It wasn't very convincing. We just gave up too many easy points and when you're trying to build pressure you need to hold them out in those critical moments and turn them away a lot more than we did.
"We just couldn't build any pressure tonight. As soon as we put them down in there end we would give up a soft penalty and then we'd concede points and that gives the opposition momentum."
Second-rower Bodene Thompson led the way for the Warriors with 12 strong runs and 40 tackles, and NSW and Queensland representatives, Ryan Hoffman and Jacob Lillyman, backed up admirably following Wednesday night's State of Origin opener.
Returning stars Sam Tomkins and Vatuvei were effective despite suffering knocks to existing knee and sternum injuries, although the England No1 lacked timing in attack after a seven-game stint on the sidelines.
Early dominance saw the Warriors claim an 8-0 lead through tries to Lolohea and Vatuvei, before the Knights hit back through Gagai near the end of the first quarter.
They looked to have steadied the ship when Matulino barged over for their third, but the Knights struck a second time with Uate's first try closing the margin to four at the break.
After the resumption it was Kata making his mark, busting tackles and stepping Gagai for the Warriors' fourth with Johnson's goal stretching it to 20-8, but the Knights weren't done.
McManus crossed before replacement halfback Tyler Randall converted from touch to restore the margin to six inside the final quarter.
The Warriors eventually returned to the Knights' end where Wright's try gave them breathing space before Uate ducked over from close range to set up a tense finish.
For just the third time since 2011, the Warriors now have three wins in a row following back-to-back away victories over Cronulla and Parramatta, to consolidate their place inside the top eight.
They now look ahead to a long-haul away trip to Perth's NIB Stadium where they will meet reigning premiers the South Sydney Rabbitohs next Saturday.