After being beaten by Jesse in dodgeball enough, Luc and Theo predict his every move and win, brutally humiliating Jesse. Jesse becomes depressed and gives up being a bully. When the bully community hears about this, they send in one of their people to transfer to his school. This would be Knight Jesse. Knight Jesse punished Luc and Theo by jousting with them.
In "Part 1 of a Balanced Breakfast", he and the other Jesses guarded the Loopy Loops factory. Luc and Theo broke their bond, by causing them to fight over who was the real Jesse.
Knight Jesse is basically the modern day Jesse wearing a knight's armor. His armor is shining and silver and has a blue feather on top. The mask on his helmet is always lifted, nicely exposing his face.
Though Knight Jesse is a bully like Jesse, he is a lot more knightly and civil, resorting to a punishment for intelligent and fair than fart-boxing. he resorts to jousting. He is righteously prideful in himself and he is very feisty and strong-willed.