At six years of age, Knez sang "Bio jednom jedan lav" on the Naša Radost Festival in Titograd, (now Podgorica). He was schooled in the same city. After high school, he was a member of group "Milan i Luna". Whilst in high school, he started his first band, Visoka frekvencija (English: High Frequency), with guitarist Leo Đokaj. With the band, he wrote the songs "Da l' si ikada mene voljela" and "Kao magija" that would later became his greatest hits. Later, he established The Moon Band, which played on the Montenegrin coast, and subsequently the "Montenegro Band" with his father, Milija Knežević.
In 1992, Knez began his solo career and appeared at the Belgrade Pop Festival, Mesam, with the song, "Da l' si ikada mene voljela". In that same year, Knez recorded his first album, Kao magija, with the help of former band member, guitarist Leo Đokaj and songwriters, Ljubo Jovović and Zlatko Jovović. In 1994, Knez recorded his second album, Iz dana u dan. In 1996, Knez recorded his third album, Automatic. This album was the highest-selling album. The biggest concert he had in his career was in Sava Center. In 1999, a compilation was released under the name, The Best of Knez, which included 18 old songs, 2 new songs, "Nijedna žena na svijetu" and "Ti ne znaš ko sam ja", and a remix of "Kao magija". In 2000, he competed in the Budva 2000 Festival with the song, Vjeruj, which won the first place. In 2001, Knez recorded his fourth album, Daleko, visoko. In 2003, Knez recorded his fifth album, Ti me znaš. He won the third place at the Music Festival Budva 2006. In 2005, Knez recorded his sixth album, Vanilla.
On 31 October 2014, it was officially announced that Knez would represent Montenegro at Eurovision Song Contest 2015 in Vienna, Austria. The song is called "Adio" and will be sung in Serbian.