From Lexicanum

Knight Worlds are technologically-advanced feudal worlds, ruled by an aristocratic elite of nobles known as Knights.

Before the arrival of the Techpriests, the Knights World were feudal and technologically-primitive. With the arrival of the Techpriests, the feudal states evolved technologically into Knight Worlds - the worlds advancing technologically while maintaining their feudal social order. The Knight Worlds, allied with the Mechanicum, flourished along with the Forge Worlds. With the advanced technology of the techpriests in the hands of the nobles, the Knights empowered their social positions, with the effect of preserving the feudal social order of the worlds.

Worlds of the Galaxy

Imperium	Adeptus Astartes Homeworld • Agri World • Cardinal World • Civilised World • Dead World • Death World • Desert World • Feral World • Feudal World • Forge World • Hive World • Ice World • Industrial World • Jungle World • Knight World • Mining World • Ocean World • Paradise World • Penal World • Research Station • Shrine World
Xeno	Xenos World • Daemon World • Exodite World • Tomb World • Maiden World • Crone World • Ork World • Tau Empire • Craftworld

Sources

• White Dwarf 178, The Titan Legions, by Rick Priestley