Generative Large Language Models (LLMs), such as ChatGPT, offer interactive APIs that can answer common questions at a human-expert level. However, these models often give inaccurate or incorrect responses when faced with questions requiring domain-specific or professional-specific knowledge not covered in their training corpus. Furthermore, many state-of-the-art LLMs are not open-source, making it challenging to inject knowledge with model APIs only. In this work, we introduce KnowGPT, a black-box knowledge injection framework for LLMs in question answering. KnowGPT leverages deep reinforcement learning (RL) to extract relevant knowledge from Knowledge Graphs (KGs) and use Multi-Armed Bandit (MAB) to construct the most suitable prompt for each question. Our extensive experiments on three benchmark datasets showcase that KnowGPT significantly enhances the existing methods. Notably, KnowGPT achieves an average improvement of 23.7% over ChatGPT and an average improvement of 2.9% over GPT-4. Additionally, KnowGPT attains a 91.6% accuracy on the OpenbookQA official leaderboard, which is comparable to human-level performance.