Holden Greiner had 12 points and seven rebounds for the Mountain Hawks (14-4, 4-0). Lehigh is 4-0 in conference play for the first time since 2005-06.
Lehigh shot 10 of 18 on 3-pointers, while Bucknell was 2 of 14.
Ryan Hill's layup gave Bucknell a 55-50 lead with 7:16 remaining, but Lehigh's McKnight hit a 3-pointer at the 4:41 mark for a 59-58 advantage.
Lehigh led 27-12 on Corey Schaefer's 3-pointer with 6:03 left in the first half, but Bucknell scored 12 straight points and closed to 29-28 at halftime.
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