According to a thesis famously associated with Anscombe's Intention, knowledge is a necessary condition of intentional action: when acting intentionally, we know what we are doing. Call this the Agential Knowledge thesis. The Agential Knowledge thesis remains, of course, controversial. Furthermore, as even some of its proponents acknowledge, it can appear puzzling: Why should acting intentionally require knowing what you are doing? My aim in this paper is to propose an explanation and defence of the Agential Knowledge thesis, based on the idea that acting intentionally is exercising control, in a relevant sense. My argument rests on two things: first, articulating a modal conception of the relevant sense of control, and, secondly, arguing that agential knowledge is distinctively practical (in a sense I explain). As I explain, the truth of the Agential Knowledge thesis opens promising paths for future work in the philosophy of action.