Knight scored a quick-fire 63 off 39 balls to help England to a total of 160-4 in their 20 overs.
Despite a solid innings from New Zealand's stand-in captain Suzie Bates the hosts fell short by 27 runs.
Spinner Fran Jonas was the first to strike for New Zealand getting Tammy Beaumont, in her 100th T20I, caught out for 15 in the 5th over.
Lea Tahuhu had Sophia Dunkley caught behind for 32 in the 8th over before Knight and Maia Bouchier (43 not out) settled in for a 91-run third wicket partnership.
Bates called on six bowlers to try and dismiss England with Jess Kerr returning the best figures of 1-26 off her four overs.
Knight was out in the penultimate over as England tried to push the score and she was quickly followed by Amy Jones who was run out with three balls left.
The White Ferns' reply got off to a shaky start when opener Izzy Gaze was dismissed for a duck with the third ball of the innings.
Wellington's Georgia Plimmer, who had been called in to the White Ferns squad this week as cover, was the next to go for 21 off 24 balls.
Bates held strong on her home ground bringing up her half century off 42 balls and pushing on to score 65 before Lauren Bell picked up her second wicket.
Maddy Green was run out for 8 but Brooke Halliday (27 not out) combined with Bates to try to move New Zealand closer to victory.
When Bates was dismissed Mikaela Greig, who was on White Ferns debut, joined Halliday at the crease but was run out by Beaumont without scoring.
A late flurry from Kerr of eight from six balls was not enough to get New Zealand home as they finished their 20 overs at 133-5.
Bell was the best with the ball for England, taking 2-29 from her four overs.
After the game Knight told TVNZ England had a young bowling group that meant she needed to step up with ball as well as the bat.
Knight has had a break from T20 cricket for the last three months but is back in good form.
"I am feeling really fresh physically and mentally so I was really pleased to contribute after working away in the nets for the last couple of months.
"I found it really hard to hit boundaries so just trying to target it early in the over ... it was nice to pick up a few, it was one of those where it was a bit scrappy but nice to pick up a few near the back end."
The second game of the five match series is on Friday in Nelson.
The White Ferns are expected to have regular captain Sophie Devine and star allrounder Amelia Kerr back in the team for game two after their stints in the Women's Premier League in India.
England are without four of their best players for the first three T20s, with Nat Sciver-Brunt, Danni Wyatt, Sophie Ecclestone and Alice Capsey having played in the WPL.
