With his on-off relationship with former X-Factor judge Cheryl back in the headlines, it was suggested Cole had hired an SAS-trained minder to keep the women at bay.
Yet Knight was part of the same holiday group as Cole. And he cannot understand how such rumours begin.
"He didn't have a minder that I know of, unless it was me," said the giant Bolton defender.
"Obviously I was on holiday with him but he was just a normal lad. He didn't get up to any mischief."
Knight's friendship with Cole goes back to their much younger days, when they were both based in London.
And knowing England's supporters' player of the year so intimately, the 31-year-old does not square the negative impression of Cole with the person he has got to know.
Knight is not attempting to rewrite history with some of the things Cole has done.
However, he does believe that, as far as his friend is concerned, there are some observers simply not prepared to offer an opportunity of redemption.
"I feel sorry for him," said Knight.
"It is every little thing. Don't get me wrong, he has caused his own problems at times but he is trying to do the right thing.
"Yet no matter what he does, it seems like it is wrong.
"I have known Ashley for many years. He is a great lad. I wouldn't have spent as much time with him otherwise.
"But that is me being a friend. From the outside looking in, other people make judgements and then don't give you that chance to put them right.
"He is trying to change his future because he just wants to play football.
"It is not nice when your personal life gets into your work."
Source: Team Talk
Source: Team Talk