The Leeds club came from behind in the final quarter to bag a 30-22 victory and leave Knights empty-handed on their return to Championship rugby at Castle Park.
It ensured Knights will start 2019 languishing in the bottom four and a result which added to the pressure on them heading into a crucial period at the start the new year.
Yet it was a performance which held out hope that Knights will not find themselves involved in a relegation dogfight come the business end of the season.
Their pack, which has come in for criticism at times this season, acquitted themselves well to a man and the likes of full-back Cameron Cowell, scrum-half Tom James and wing Curtis Wilson all showed up well in a lively back division.
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Much-improved Carnegie, whose performance made a mockery of their lowly league position, made a confident start and troubled Knights with some slick handling.
But it was Knights who opened the scoring with a close-range effort from Rory PitmanÂ following their first spell of pressure. Kurt Morath added the extras.
Carnegie hit back when centre Pete Lucock made a strong break from 35 metres out before finding Dan Temm with a superb off-load out of the tackle five metres out.
Chris Elder missed the conversion but tagged on the extras when powerfully-built scrum-half Jean-Baptiste Bruzulier raced away from a clinically executed lineout move on the Doncaster 22 to secure his side a 12-7 lead.
Knights produced their best bout of attacking rugby of the game in the build-up to their second close-range try scored by Ollie Stedman to level the scores at 12-12.
Carnegie enjoyed the best of the territorial advantage in the first half and regained the lead on the stroke of half-time with an Elder penalty.
Knights made a dominant start to the second half and regained the lead when good work by Pitman and James saw replacement wing Henry Seniloli dot down with his first touch.Â Morath added the extras and also kicked a subsequent penalty to open up a 22-15 lead.
But Knights' hopes of a first home league win since September suffered a blow when Temm hacked on a loose ball just inside their half and speedy wing Harry Davey kicked it on and won the race to touch down.
Elder then broke the line 40 metres out and evaded the cover prior to holding off Cowell to score. He added the conversion and also tagged on a second penalty.
Knights: Cowell, Wilson, Creed, Owen, Jarvis, Morath, James; Hislop, Hunter, Quigley, Challinor, Tyrell, Stedman, Hills, Pitman. Rep: Mayhew, Williams, Sproston, Calladine, Ryan, Seniloli, Olver.