Anomaly localization, which involves localizing anomalous regions within images, is a significant industrial task. Reconstruction-based methods are widely adopted for anomaly localization because of their low complexity and high interpretability. Most existing reconstruction-based methods only use normal samples to construct model. If anomalous samples are appropriately utilized in the process of anomaly localization, the localization performance can be improved. However, usually only weakly labeled anomalous samples are available, which limits the improvement. In many cases, we can obtain some knowledge of anomalies summarized by domain experts. Taking advantage of such knowledge can help us better utilize the anomalous samples and thus further improve the localization performance. In this article, we propose a novel reconstruction-based method named knowledge-informed self-training (KIST) which integrates knowledge into a reconstruction model through self-training. Specifically, KIST utilizes weakly labeled anomalous samples in addition to the normal ones and exploits knowledge to yield pixel-level pseudolabels of the anomalous samples. Based on the pseudolabels, a novel loss that promotes the reconstruction of normal pixels while suppressing the reconstruction of anomalous pixels is used. We conduct experiments on different datasets and demonstrate the advantages of KIST over the existing reconstruction-based methods.