The 20-year-old plays for Ligue 2 side Guingamp, and is being watched by Benfica, Sochaux and Marseille.
Speaking to French newspaper Ouest-France, Knockaert said: "I have knowledge of this interest and I am proud because these are big clubs.
"This is a sign that I'm doing well at Guingamp, but for now I’m only concentrating on my work here."