Gloucester had dominated proceedings in the first half but perhaps didn't capitalise on their supremacy in terms of points on the scoreboard.
And, after the half time break, Nigel Davies' side lost their way somewhat and a series of poor decisions, individual errors and penalties conceded offered Welsh a way back in to the game.
And Gloucester were nearly made to pay for such generosity as London Welsh, through the unerring boot of fly half Gordon Ross and the muscular efforts of their pack in the driving maul, fought their way back.
In fact, leading 25-24, the home side were very much in the driving seat to close this one out but a remarkable goal line stand from Gloucester kept the red hordes at bay and paved the way for Knight's moment of glory.
Gloucester finished in the ascendant and were pushing hard for a try scoring bonus point as the countdown clock reached zero but settled, pragmatically, for the four points for the win.
Those four points are not to be sniffed at. London Welsh don't play a complicated brand of rugby at the moment but they play it well. Other teams will come unstuck here at the Kassam.
Gloucester were forced into three late changes as Jonny May, Huia Edmonds and Andy Hazell were all ruled out. Shane Monahan, Tommaso d'Apice and Akapusi Qera came into the starting line up.
And, for the Gloucester supporters who had made the trip to the Kassam, an unfamiliar looking outfit took the pitch with Gloucester sporting their change kit to avoid a colour clash with their hosts.
Gloucester were quick to apply pressure though and Freddie Burns tested the Welsh back three with a number of probing kicks.
It set up a good position for Gloucester to launch a catch and drive, but Jim Hamilton was taken out in the air and Freddie Burns slotted the resulting penalty.
The lead was almost short-lived as Gloucester committed the same offence a few minutes later, but Gordon Ross pushed his attempt right of the posts.
However, Gloucester killed the ball at a ruck on their own 22 shortly afterwards and Ross duly levelled the scores after 11 minutes.
The penalties continued to come and Burns promptly made it 6-3 while Welsh also lost hooker Neil Briggs who came off second best from a collision with Siona Kalamafoni.
A sharp break from Burns was then halted by a deliberate knock on from Nick Scott who saw yellow for the offence.
The home team were then caught napping as Burns took a quick tap, found Simpson-Daniel and the England international put Shane Monahan into the corner for an 11-3 lead.
Frustratingly, the home side gathered the restart and a short spell of pressure led to a second penalty from Ross to narrow the gap to 11-6, before Monahan very nearly opened up the home defence again with a strong run only to lose the ball in contact.
The Gloucester pack then destroyed the Welsh scrum. Burns kicked the penalty to the corner but the lineout wasn't straight and the chance was gone.
Scott returned from the sin bin but the pressure on the home line was non stop. Gloucester showed great patience and eventually, Tom Savage barged his way over from close range. Burns added the extras for an 18-6 lead.
Again the home side responded well, winning a penalty at scrum time and Ross kicked his third penalty, this time from distance, for 9-18. Burns was narrowly wide with his next attempt moments later.
The home team then very nearly scored in the last second of the half as they countered from their own 22.
It was all hands to the pumps in defence for the Cherry and Whites as they put their bodies on the line to keep their line intact. But they held out and went into half time with an 18-9 lead.
It was a deserved advantage. Save for the last ditch attack, London Welsh had barely threatened in attack and the three penalties from Ross were as good as it got.
In contrast, Gloucester looked menacing with ball in hand and only losing the ball in contact had prevented more scores.
However, it was still only a nine point lead and the home side had shown in those last couple of minutes that such an advantage can be a slender one.
Gloucester needed more of the same - a strong set piece, powerful ball carrying from the likes of Sione Kalamafoni and Shane Monahan and Freddie Burns to run the game.
The start was crucial and it wasn't a great one for Gloucester. A Welsh lineout near the Gloucester 22 was nowhere near straight and led directly to a yellow card for Freddie Burns and a penalty for Gordon Ross. 18-12 and the pressure was on.
The initial reaction was good though. London Welsh lineout ball was stolen and the pack patiently worked a position from which Billy Twelvetrees kicked an easy penalty for 21-12.
Burns returned from the sin bin but it was his opposite number, Gordon Ross, who had the next chance of points as Gloucester pulled down a rolling maul and the Scotland international slotted the goal for 21-15.
It was a good spell for the home side and Gloucester were struggling to get hold of the ball.
The pressure built and, eventually, the Welsh pack bullied their way over from close range with Frank Montanella awarded the score. Ross added the conversion and gave his side the lead going into the final quarter.
Gloucester had lost their grip on the game. Simple mistakes were being made and had gifted the home side a way back into the game. When Kalamafoni was penalised fur hurdling a tackle, Ross' penalty made it 25-21.
Burns hit back to make it a one point game but Gloucester had to produce another dogged goal line stand to keep the Welsh pack at bay.
And that bravery paid off as Gloucester won turnover ball on their own 10 metre line. And counter attacked to great effect.
Simpson-Daniel made good ground and Trinder in support was almost through. But it was the unlikely figure of Shaun Knight who finished the move off as he dived over. Burns converted for 31-25.
Gloucester camped on the line as time expired but Welsh defended with great spirit and Freddie Burns eventually opted to hoof the ball off the pitch rather than risk the turnover.
Bath are the visitors next weekend and one thing is for sure - Gloucester will be up for the fight.
|London Welsh Score Card|
|Gloucester Rugby Score Card|