According to Downing Street's official website, the answer is eight.
number-10.gov.uk no longer exists
Sir Robert Walpole
Sir Robert Peel
Sir Henry Campbell-Bannerman
Sir Winston Churchill
Sir Anthony Eden
Sir Alec Douglas-Home
Sir Edward Heath
Sir John Major
I'm pretty sure they all had their knighthoods before they became PM as there's a tendency for retired statesmen to be elevated to the peerage rather than be knighted.
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