Maybe centuries earlier, definitely by 3-4 ABY

According to The Rise of Skywalker Visual Dictionary (2019):

Local folklore has warned for centuries of marauders known as the Knights of Ren. Since the rise of the First Order, myth has become reality.

In other words, they may or may not have existed as an organization during the centuries before The Force Awakens, and definitely did under Ren once the First Order existed. Per The Rise of Kylo Ren, they existed at least as early as 18-25 ABY, since Ben is "a lost teenager" in the comic flashback where he meets them according to writer Charles Soule, and he was born in 5 ABY. The Force Awakens takes place in 34 ABY, so this puts their founding at least 9-16 years before the film.

Much earlier, however, in War of the Bounty Hunters #5, the Knights appear on Crimson Dawn's flagship, audience to a speech by Qi'ra. The comic takes place between The Empire Strikes Back and Return of the Jedi, so around 3-4 ABY.

Maybe centuries earlier, definitely by 3-4 ABY

According to The Rise of Skywalker Visual Dictionary (2019):

Local folklore has warned for centuries of marauders known as the Knights of Ren. Since the rise of the First Order, myth has become reality.

In other words, they may or may not have existed as an organization during the centuries before The Force Awakens, and definitely did under Ren once the First Order existed. Per The Rise of Kylo Ren, they existed at least as early as 18-25 ABY, since Ben is "a lost teenager" in the comic flashback where he meets them according to writer Charles Soule, and he was born in 5 ABY. The Force Awakens takes place in 34 ABY, so this puts their founding at least 9-16 years before the film.

Much earlier, however, in War of the Bounty Hunters #5, the Knights appear on Crimson Dawn's flagship, audience to a speech by Qi'ra:

While it's not yet known how long they'd existed at this point, it at least sets an upper bound on their founding. The comic takes place between The Empire Strikes Back and Return of the Jedi, so around 3-4 ABY. This is their chronologically earliest appearance as of November 2021.

Maybe centuries earlier, definitely by 25 ABY

According to The Rise of Skywalker Visual Dictionary (2019):

Local folklore has warned for centuries of marauders known as the Knights of Ren. Since the rise of the First Order, myth has become reality.

In other words, they may or may not have existed as an organization during the centuries before The Force Awakens, and definitely did under Ren once the First Order existed. Per The Rise of Kylo Ren, they existed at least as early as 18-25 ABY, since Ben is "a lost teenager" in the comic flashback where he meets them according to writer Charles Soule, and he was born in 5 ABY. The Force Awakens takes place in 34 ABY, so this puts their founding at least 9-16 years before the film.

Maybe centuries earlier, definitely by 3-4 ABY

According to The Rise of Skywalker Visual Dictionary (2019):

Local folklore has warned for centuries of marauders known as the Knights of Ren. Since the rise of the First Order, myth has become reality.

In other words, they may or may not have existed as an organization during the centuries before The Force Awakens, and definitely did under Ren once the First Order existed. Per The Rise of Kylo Ren, they existed at least as early as 18-25 ABY, since Ben is "a lost teenager" in the comic flashback where he meets them according to writer Charles Soule, and he was born in 5 ABY. The Force Awakens takes place in 34 ABY, so this puts their founding at least 9-16 years before the film.

Much earlier, however, in War of the Bounty Hunters #5, the Knights appear on Crimson Dawn's flagship, audience to a speech by Qi'ra. The comic takes place between The Empire Strikes Back and Return of the Jedi, so around 3-4 ABY.