By almost all local accounts, there was a room at Montpelier called the "Dead Room. " However, most of those accounts differ on why it was called the dead room.

The Knoxes had the misfortune of losing three children within a couple of years of building the mansion, so some speculate that a room was set aside in which bodies could be laid out. The daughter of a servant at Montpelier remembers the dead room as a room that was always kept locked - hence the mysterious name - in which the family's most valuable silver and china was kept. Thomas Morgan Griffiths, one of Knox's biographers, theorized that it was indeed a locked room at the mansion, but that it was Knox's office, which the family couldn't bear to enter after his death.

To this day, the truth of the matter remains a mystery.