Caroline was born Karen Kirstine Hermansdatter Bech on the Baltic island of Bornholm, Denmark, in the town of Østerlars, on May 12, 1831, to the farmer Herman Bech and his wife Anne Christine Due. She was the youngest of nine children, seven of whom survived into adulthood. She and her older brother Anders joined the LDS church in 1853 and emigrated together in 1854, along with Anders' wife, daughter, and his wife's cousin. They sailed from Liverpool to New Orleans, but were struck by cholera on their way up to St Louis. Anders' daughter died and he nearly did as well. In Kansas City, they joined the Peter Olsen wagon train and made their way to Salt Lake City, but they were penniless when they arrived. Anders and his family went north to Paris, Idaho, while Caroline found work on the church farm in Jordan River, where she met Samuel Knight. They were married in 1856 and moved down to Santa Clara, Utah, where Samuel had been one of the founding settlers. They lived in their wagon box in Mountain Meadows, which is where their first child, a daughter named Caroline after her mother, was born in August 1857. Caroline (the mother) took ill after the delivery and never recovered fully. She bore five more daughters over the next thirteen years, in addition to running her household, making her own thread, cord, and cotton cloth, and raising chickens for eggs to trade with travelers. She died in 1870.