To perform a weighted knee drive step-up, hold a dumbbell in each hand by your sides, standing in front of a sturdy bench or platform. Step onto the bench with one foot, driving through the heel to lift your body up while simultaneously driving the opposite knee towards your chest. Lower yourself back down with control, returning to the starting position, and repeat the movement for the desired number of repetitions, alternating legs to target the quadriceps, hamstrings, glutes, and hip flexors effectively.