For the 1995 season, the Knights began their affiliation with the Florida Marlins. 58 different players would wear a Knights uniform that season, including Russ Morgan, Rob Natal, Bob Zupcic, and Alejandro Pena. The 1995 Knights finished their season last in the International League with a 59-81 record. For the 1996 season in the Castle, the Knights again finished in last place, this time with a 62-79 record. Russ Morman, Jose Olmeda, Livan Hernandez, and International League rookie of the year Billy McMillon were part of the roster that year.

In 1997, with changes made in the Knights logo, as well as Carlos Tosca replacing Sal Rende as the Knights manager, the Knights finished the 1997 season with a 76-65 record, losing in the first round of the playoffs. The 1997 roster included future Florida Marlin Cliff Floyd, as well as former 1995 Knight Rob Natal, and Alex Delgado, the brother of the former Myrtle Beach Hurricanes player and then Toronto Blue Jays star Carlos Delgado.

For the 1998 season, their last season as the AAA International League affiliate of the Florida Marlins, the Knights finished out the season with a 70-73 record in 8th place. Managed by Fredi Gonzalez, the 1998 roster included players like

future Florida Marlin Preston Wilson and future Arizona Diamondback Matt

Mantei. For the following season, there would be new changes in ownership,

branding and logos, and major league affiliation.