"proud of knowing" is a correct and usable phrase in written English.
You can use it to express that you feel proud or satisfied because you know something. For example, "I'm proud of knowing that I was able to help someone in need."
He seems very proud of knowing this one fact about me.
They are even proud of knowing the story and withholding it from their audience.
As they watched an old film of high-school days, Allen realized why it was so important to him that his wife meet Julia: he was proud of knowing both of them, both Julia and his wife.
In a professorial tone, as if he's proud of knowing more than the other old men, he says there has only ever been one other tide this low in history.
At weddings and funerals I am the one to sing out, in tune or not, proud of knowing the words where others falter, and avoiding the wincing glances of those within earshot.
I was most proud of knowing the small role I played behind the scenes in helping them get there.
"I saw the name Rose Agree and immediately flashed a reference to 'the oldest woman in porn.' I am neither proud nor ashamed of knowing such a fact, but I must know, given that the subject matter of the book is about the evolution/devolution of American perspectives on sexuality, is that indeed the Rose Agree to which you dedicated your book?" Professor Peiss replied good-humoredly.
Well that's brilliant, you really should be proud of not knowing about the culture of others – what an exciting world you live in!
The woman spoke on the condition of anonymity, explaining, "I'm not proud of not knowing who my son's father was".
I think what I wanted was not the fame of being on TV but being on TV doing something I was extremely proud of and knowing a lot of people would be watching it.
I checked in for my flight to Heathrow and made my way to the gate in a drunken blur, but, goddammit, if I didn't feel proud of myself knowing I had made my flight with time to spare.
