"We were totally unprepared for it and it came as quite a shock to us," said Mike DeLorenzo, Knight's brother.
Knight's family can't believe what happened so far away. Knight was working inside building 197, on the 4th floor, when Aaron Alexis started shooting. She was one of the last five victims to be identified.
"It's a great loss for my whole family. I really think she was the core of our family. And we've lost her," said DeLorenzo.
The reason Knight was at the Navy Yard was because her company, Navy Sea Systems Command, is headquartered there. She was an IT specialist for five years and recently had gotten a promotion.
"I was so proud of her. She always went for her goals," said Cathy DeLorenzo, Knight's sister-in-law.
Another major milestone was reached just last month when Knight's oldest daughter got married. Knight's niece, Candice DeLorenzo, feels for her cousins.
"It's just horrible. I can't even begin to imagine what they are feeling. I just feel so bad. I just want to take them in my arms and hold them," said Candice.
The DeLorenzos plan to travel to the East Coast for a memorial service in the coming days.