In Westeros Knighthood is closely bound to the Faith of the Seven and as the majority of the North still follows the Old Gods they don't appear to have knights. There appears to be at least one exception to the rule with maybe a second.

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  Ser Bartimus: He's a follower of the Old Gods but has been knighted.

  
  
  

  
  

  Davos could not argue with the truth of that. From what he had seen at Eastwatch-by-the-Sea, he did not care to know winter either. "What gods do you keep?" he asked the one-legged knight.

  
  
  

  "The old ones." When Ser Bartimus grinned, he looked just like a skull. "Me and mine were here before the Manderlys. Like as not, my own forebears strung those entrails through the tree."

  
  
  

  _{A Dance with Dragons, Davos IV}

  
  

  
  



• Ser Jorah Mormont: Though it isn't clear what Gods he follows he's of the North and a knight so is likely another exception to the rule.

George R. R. Martin has also commented on this saying Knighthood is exclusive to those who follow the Seven, though of course we have the previous exceptions.

Can someone who keeps to the old gods be made a knight too or is it a exclusive of the Seven?

The latter. Those who follow the old gods can be the northern equivilent of knights, but it's not quite the same.

_{So Spake Martin, Religion and Knighthood}

Here, George states that there is a Northern equivalent to being a Knight, do we know what that is?

Northern cavalry

The Northern cavalry appears to be the closest we have to what Knights are in the North. They appear to serve as the same function as Knights do in the Southern armies but just don't carry the title.

"How many knights?"

"Few enough," the maester said with a touch of impatience. "To be a knight, you must stand your vigil in a sept, and be anointed with the seven oils to consecrate your vows. In the north, only a few of the great houses worship the Seven. The rest honor the old gods, and name no knights … but those lords and their sons and sworn swords are no less fierce or loyal or honorable. A man's worth is not marked by a ser before his name. As I have told you a hundred times before."

"Still," said Bran, "how many knights?"

Maester Luwin sighed. "Three hundred, perhaps four … among three thousand armored lances who are not knights."

_{A Game of Thrones, Bran VI}

The differences here appear to be that the Northern Cavalry:

• Follow the Old Gods not the Seven


• Aren't titled as Ser


• Don't create a House/Sigil


• Don't have the same social status as actual Knights

It's worth mentioning that "Northern cavalry" appears to be a term made up for the wiki to give the page a title and isn't actually canonical. They are usually just referred to be description such as Maester Luwin calling them "armored lances who are not knights".

Dictionary.com also has the following definitions to what a Knight is. Some of the points fit the description of what the Cavalry are though obviously not all of them do.

1. 
   a mounted soldier serving under a feudal superior in the Middle Ages.


2. (in Europe in the Middle Ages) a man, usually of noble birth, who after an apprenticeship as page and squire was raised to honorable military rank and bound to chivalrous conduct.


3. any person of a rank similar to that of the medieval knight.


4. a man upon whom the nonhereditary dignity of knighthood is conferred by a sovereign because of personal merit or for services rendered to the country. In Great Britain he holds the rank next below that of a baronet, and the title Sir is prefixed to the Christian name, as in Sir John Smith.


5. a member of any order or association that designates its members as knights.