A Knight Set is a next point of upgrading equipment from Plate Set, and refers to Knight Armor, Knight Legs and a weapon (typically a Knight Axe). A typical knight set is shown to the right.

You could also have a Devil Helmet, Poison Dagger, Skull Staff and a Tower Shield because they are similar in appearance to the Knight Equipment.
Knight Axe
Devil Helmet
Knight Armor
Knight Legs
Tower Shield

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