Knightsbridge station is located in a fashionable shopping area of London, with both Harrods and Harvey Nichols just minutes away.

When government grants came through in the 1930s to boost the deteriorating economy, the station was rebuilt. Later in 2004, new entryways were installed to allow for more travellers to pass through. These improvements also positioned entrances closer to Harrods, one of the main attractions of the area.

The 1997 film The Wings of the Dove featured Knightsbridge station in a scene set in 1906.