Histon chief executive Allen Soraff told BBC Radio Cambridgeshire: "Nat's always made it clear to us that he wanted to play full-time football, but I'm sure Wrexham have made him an offer we couldn't get near.
"We wish Nat well, he's been a great servant to Histon Football Club and he's also a lovely guy."
Knight-Percival is primarily a left-winger but has also been used up front, in central midfield and in defence.
Histon will receive a small fee from Wrexham because he is currently under the age of 24.
"We've negotiated a fee for Nat and while we could have gone to tribunal we're happy with what we've been offered," Soraff said.
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