This paper deals with construction of nonuniform multiple knot B-spline wavelet basis functions (with minimal support). These wavelets are semi-orthogonal on a bounded interval. A large family of multiple knot B-spline wavelets is presented that gives a variety of basis functions with explicit formulas and locally compact supports. Moreover, the structure of this wavelet is conceptually simple and easy to implement. Finally, some examples of multiple knot B-spline wavelets are also presented.