Worthy Knight's ability resolves before the spell that caused it to trigger. It resolves even if that spell is countered.

If an effect refers to a “[subtype] spell,” it refers only to a spell that has that subtype. For example, Knights' Charge is a card with “Knight” in its name and benefits Knights, but it isn't a Knight card.

Worthy Knight's triggered ability won't trigger when you cast it because it's not on the battlefield yet.