Goals from and Eddie Nolan and Michael O'Connor secured the three points, despite a late scare when Josh Walker pulled one back for the home side.
“It’s been an up and down season for us so far, but today, generally we got things right and we’ve emerged with three very important points," said Iron manager Knill.
“Everyone at the club will be lifted by this result, and in football that’s what you need, particularly in such a tough division as ours. It’s an old cliché I know, but there are no easy games in League One, as has been proved so far this term.
“I’m delighted with the efforts though. We’ve grafted hard to create the chances we did, and it’s great when you convert and it has given us something to build on once again.”
Graham Westley, the Stevenage boss conceded his side struggled to match the Iron for the full 90 minutes.
"I’m frustrated. Early on I thought we were going to have the measure of them, but we’ve faded if you like, and let them back into the match," he said.
“It’s amazing how the tiniest of errors can be punished so severely, we’ve found that out at our cost again and that’s disappointing.
"It’s not we haven’t prepared well. We’ve had a couple of little issues to contend with, but nothing that should have led to such a disappointing performance as this. We’ve not done ourselves justice."