A first-half hat-trick from Nicky Wroe was enough to secure all three points for the Lilywhites, despite goals from Leon Clarke and Karl Hawley giving the Iron hope.
"We won't win games if we go 3-0 down at home conceding the sort of poor goals we did," said Knill.
"We are saying the same old thing every week about the goals we are conceding.
"We give the players all the information they need, but they are not learning. It is costing us so much.
"I certainly don't want to see us struggling near the bottom of the table and I can understand the frustration of the fans.
"We will get it right, I am certain of that. But at the moment it is only there in glimpes, we do not seem able to put together a performance for 90 minutes.
"All we can do is continue to work harder to stop conceding so many poor goals. It is not as though the opposition are having to work hard for them at the moment."
Graham Westley, the Preston boss, felt his side were too willing to shut up shot in the second-half when they could have been pressing for a fourth goal.
"It was disappointing to concede a goal just before half-time and we were not as positive as I would have liked in the second half," he said.
"It was also disappointing to concede a second goal and in the end we needed a good save from our keeper Steve Simonsen to stop Scunthorpe equalising.
"It did get a bit nervy in the end, but I always felt we were still in control of the game in the second half. I could never see us not winning it."