Join outfit that protects knight (4)
I believe the answer is:
knit
'join' is the definition.
(knitting is a kind of joining)
'outfit that protects knight' is the wordplay.
'outfit' becomes 'kit' (kitting is a kind of outfiting).
'that protects' is an insertion indicator.
'knight' becomes 'n' (chess).
'kit' going around 'n' is 'KNIT'.
(Other definitions for knit that I've seen before include "Join together (with needles)" , "Use needles and wool" , "Make stitches?" , "Become joined" , "tie" .)