The veteran musician was honoured by the Prince Of Wales for his services to the arts at an investiture ceremony at London royal residence Buckingham Palace.
Ray told the Press Association that he found the ceremony "moving" and explained, "It lasted three minutes and it went very well and I said goodbye and went home."
He also said the award had made him reflect on his artistic legacy adding, "I don't think of myself as a musician strangely enough. I'm a creative person. If I had a card it would say, 'Sir Raymond Davies, creative person.'"
The 72-year-old's knighthood was announced in December (16) in Queen Elizabeth II's New Year's Honours list.
When Ray learned he would receive the honour, he told the BBC, "Initially I felt a mixture of surprise, humility, joy and a bit embarrassed but after thinking about it, I accept this for my family and fans as well as everyone who has inspired me to write."
The Kinks frontman had already been made a Commander of the Most Excellent Order of the British Empire (CBE) by the Queen in 2004.
Ray founded The Kinks with his brother Dave in the early 1960s, with hits like You Really Got Me, Sunny Afternoon and Waterloo Sunset establishing the group as one of the leading lights of the British music scene at the time.
Ray recently announced he would be releasing his first solo album in a decade, Americana, in April (17), and told the Press Association that he is working on a musical.