Depending on OP's interpretation of "knighthood" and how loose the answer can be:
Scaly Llama - My favorite source on the topic.
British History Podcast - I highly recommend this discussion of Aethefladd (I think episodes 270 through about 280 touch on the subject). BHP covers a number of high ranking commanders who happen to have been female, but my favorite is Aethfladd. " Among the towns where she built defences were Bridgnorth, Tamworth, Stafford, Warwick, Chirbury and Runcorn. In 917 she sent an army to capture Derby, the first of the Five Boroughs of the Danelaw to fall to the English, a victory described by Tim Clarkson as "her greatest triumph". In 918 Leicester surrendered without a fight. Shortly afterwards the Viking leaders of York offered her their loyalty, but she died on 12 June 918 before she could take advantage of the offer, . . . "
Isabella of Portugal, Duchess of Burgundy - ". . . , when Charles VII of France began attacking Burgundy in January 1432, Philip—leaving Coudenburg to defend Dijon—ordered that she represent him during his absence."
Women of the Cousin's war - this is a preferred source in how we think about women in warfare, and how their contemporaries felt about them. This isn't a simple source, but it helped me tremendously to understand how to interpret history about women in warfare. Based on this book I conclude that Margaret Beaufort commanded troops in the field.
She Wolves (hat tip to @AlgyTaylor for this one) including the Empress Matilda, Eleanor of Acquitaine, etc.
There are many examples of women commanding troops in defense during a siege - I'll have to wait till my professional historian girlfriend has time - she has a rant on this subject.
Wikipedia lists quite a few
Mental Floss has another set
Ms. Magazine lists a few
Rejected Princesses has to be mentioned just for the name.
Margaret of Anjou
if you don't mind leaving Europe,
Tomoe Gozen my personal favorite. Japanese women were trained to, and expected to defend themselves and their territory.
I believe Aisha (one of the wives of the prophet Mohammed) won reknown on the battlefield. (Hat tip to @Leo for reminding me of her name)
There is a lot of work going on right now in this field - recontextualizing our understanding of women warriors. I have a few more references scattered about the house, but I don't have time to find them right now. Marking this as CW so others can contribute.