Minola McKnight came to the attention of the police after her husband, Albert, had related to his fellow workers a story he claimed his wife had told him concerning the behavior of Leo Frank on the Saturday night of Mary Phagan's murder.
He said Minola had told him that on the Sunday morning after the murder she overheard Frank's wife telling her mother that Frank had gotten very drunk the night before; that he had refused to sleep with her, and made her sleep on the floor beside their bed; that Mrs. Frank went on to say that Frank was extremely upset, told her he was in trouble, said something to the effect of "Why should I murder?", then told his wife to bring him his pistol so that he might kill himself.
Albert McKnight also claimed that Minola told him the Franks had given her a new hat and extra wages. She said it was her understanding that they did this to keep her quiet about what she had overheard.
When McKnight's co-workers informed the Atlanta police, Minola McKnight was brought into police headquarters and held under suspicion for questioning. She was grilled for many hours, and finally signed an affidavit, in the presence of the detectives, other witnesses, her husband, and her lawyer, attesting to the story her husband said she told him. Her affidavit was marked and entered into the trial of Leo Frank as "State's Exhibit J".