In sponsored search, retrieving synonymous keywords for exact match type is important for accurately targeted advertising. Data-driven deep learning-based method has been proposed to tackle this problem. An apparent disadvantage of this method is its poor generalization performance on entity-level long-tail instances, even though they might share similar concept-level patterns with frequent instances. With the help of a large knowledge base, we find that most commercial synonymous query-keyword pairs can be abstracted into meaningful conceptual patterns through concept tagging. Based on this fact, we propose a novel knowledge-driven conceptual retrieval framework to mitigate this problem, which consists of three parts: data conceptualization, matching via conceptual patterns and concept-augmented discrimination. Both offline and online experiments show that our method is very effective. This framework has been successfully applied to Baidu's sponsored search system, which yields a significant improvement in revenue.