The station first signed on on Easter Sunday in 1986 at 3 p.m. as a sister station and simulcast to KNLC in St. Louis, Missouri; at that time, both stations were owned by Reverend Larry Rice's ministry, the New Life Evangelistic Center. In September 1986, KNLJ broke away from KNLC while it was still running most of the same Christian programs (such as 700 Club, Richard Roberts, Jerry Falwell, among others) as well as locally produced programs from the ministry. Also, they ran secular shows (such as syndicated cartoons, some classic sitcoms, westerns, and outdoor sporting programs) about 12 hours a day. In 1990, KNLJ affiliated with Fox Kids and also ran Disney Afternoon. When Mid-Missouri got its own Fox-affiliate a few years later, a low-powered Fox Kids station moved there. As the 1990's progressed, the secular shows were becoming more and more low in budget. Much of this was because of the availability of product, amount of stations in the market increasing, and changes in the needs of the station itself.
In mid-2007, the station was sold to the Christian Television Network with the New Life Evangelistic Center retaining KNLC. After the sale, the intellectual unit of KNLJ was totally shut down. Both Secular and Christian programming was dropped in favor of simulcasting the Christian Television Network full-time. Some shows on CTN had previously aired on KNLJ, but that was fully coincidental. The religious groups had previously bought time on both CTN and KNLJ.
KNLJ shut down its analog signal, over UHF channel 25, on June 12, 2009, the official date in which full-power television stations in the United States transitioned from analog to digital broadcasts under federal mandate. The station's digital signal remained on its pre-transition UHF channel 20. Through the use of PSIP, digital television receivers display the station's virtual channel as its former UHF analog channel 25.