E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Knight of the Bleeding Heart.
The Bleeding Heart was one of the many semi-religious orders instituted in the Middle Ages in honour of the Virgin Mary, whose heart was pierced with many sorrows.
When he was at Holyrood who would have said that the young, sprightly George Douglas would have been content to play the locksman here in Lochleven, with no gayer amusement than that of turning the key on two or three helpless women? A strange office for a Knight of the Bleeding Heart.Sir W. Scott: The Abbot, xxiii.