The St Helens and Wales forward will exit the UK after the Super League playoffs to join the Dolphins in the NRL.
The 28-year-old Knowles has been a one-club man since making his Saints debut in 2015 and proved to be a lynchpin during their four-year title reign from 2019.
But he is eager to test himself and signed a two-year deal with the Queensland-based Dolphins.
He is determined to finish on a high by guiding the Saints past Brad Arthur's Leeds on Friday towards another grand-final appearance.
"I could definitely have seen myself finishing my career at Saints but I can walk out with my head held high because I know I've given my all for the club," Knowles told the PA.
"I've been at the club since I was 13 or 14 and the opportunity came up for a new challenge, and I just think I was ready to give something new a try.
"Lots of the Aussie players in our team have been sending me videos of all sorts of things like shark attacks and spiders and snakes, trying to wind me up a little bit, but I don't really have any phobias so I think I'll manage.
"Obviously I'll miss the people and the fans at Saints and one of the things I'll really miss is the team feed ... where the the chef always puts on some really good chicken wings."
Knowles has been a reassuring presence in a much-changing Saints squad since their dominance was ended in 2023, and plenty of questions have been asked of head coach Paul Wellens after another relatively torrid campaign that saw them book their place in the play-offs in an underwhelming fifth slot.
The Saints will start as underdogs when they go to Headingley on Friday, looking for the win that will set them up for a daunting trip to either Hull KR or Wigan in the semi-finals.
"With how we've been perceived from the outside this year, being written off and having a bit of an up and down season, if we were to go and win it this year we'd be doing it from a different position to previously, and signing off like that would be really special," added Knowles.
Despite an underwhelming season from the club's point of view, Knowles did enough to seal his place in the Super League Dream Team for the fifth time.
Wellens admits he will miss Knowles.
"For the 10 years he's been at the club, Morgan has been a model professional, and his performance levels have very rarely dipped below excellent," said Wellens.
"When you add to that how well liked and well respected he is, we'd love to be able to send him off in the right way."
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