In 1880, he married Lillie Smith, daughter of Andrew D. Smith of Pittsburgh. His talents were in constant demand in the controversies incident to the industrial development of the Pittsburgh region and in the organization and direction of the corporations which brought it about. In 1897, he served as president of the Pennsylvania Bar Association and, in 1899, was offered the position of attorney general of the United States by his longtime friend, President McKinley. He declined the offer, probably because he was deeply engrossed in the formation of the Carnegie Steel Company, organized in 1900; but in 1901, when, upon the resignation of John W. Griggs, McKinley again offered him the appointment, he accepted it and entered upon his office April 9, 1901.
Within a year, he initiated suit under the Sherman Anti-Trust Act of 1890 against the Northern Securities Company, through which James J. Hill, J. Pierpont Morgan, and their associates had attempted to merge the Great Northern, the Northern Pacific, and the Chicago, Burlington & Quincy railroads. Knox gave his personal attention to the litigation through all its stages up to the Supreme Court, before which he made the argument for the United States.
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