Automatic psychological counseling requires mass of professional knowledge that can be found in online counseling forums. Motivated by this, we propose K-ESConv, a novel prompt learning based knowledge injection method for emotional support dialogue system, transferring forum knowledge to response generation. We evaluate our model on an emotional support dataset ESConv, where the model retrieves and incorporates knowledge from external professional emotional Q\&A forum. Experiment results show that the proposed method outperforms existing baselines on both automatic evaluation and human evaluation, which shows that our approach significantly improves the correlation and diversity of responses and provides more comfort and better suggestion for the seeker.