The Shakers make the long trip south on the back of a 1-1 draw against League Two's table-toppers at Gigg Lane.
Having trailed at half-time, Knill's men secured a deserved point through Ryan Lowe's 20th goal of the season.
“It was important not to lose against the top of the league side,” said Knill.
“In the second half we were excellent in and out of possession, we dominated against one of the bigger clubs in the league and any point at this stage of the season is a good point.
"Coming from one down against Chesterfield, the best team in the league, is certainly a good point.”
The draw extended Bury's recent run to one defeat in seven matches as they prepare to face fellow promotion-chasers.
Saturday's hosts are sixth in League Two, one point behind the Shakers but having played two games more.
Their meeting earlier in the season ended with Knill's side winning 5-4, but Gills counterpart Andy Hessenthaler says there won't be a repeat.
"That was a crazy game and both defences were off their game that afternoon," he said.
Meanwhile, striker Danny Carlton, who Bury released in January has linked up with his former club Morecambe.
Gillingham league form: WDDWD
Bury league form: WWWLD
Key opponent: Cody McDonald - has been banging the goals in this season - 17 until now
Prediction: Gillingham 1 Bury 1 - another tough game for Bury and a point wouldn't be a bad result
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