E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Knight of the Cloak (The).
Sir Walter Raleigh. So called from his throwing his cloak into a puddle for Queen Elizabeth to step on as she was about to enter her barge. (See Kenilworth, chap. xv.)
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Your lordship meaneth that Raleigh, the Devonshire youth, said Varney, the Knight of the Cloak, as they call him at Court.Ditto, chap. xvi.
Elizabeth, in the same novel, addresses him as Sir Squire of the Soiled Cassock.