The representation of knowledge based on first-order logic captures the richness of natural language and supports multiple probabilistic inference models. Although symbolic representation enables quantitative reasoning with statistical probability, it is difficult to utilize with machine learning models as they perform numerical operations. In contrast, knowledge embedding (i.e., high-dimensional and continuous vectors) is a feasible approach to complex reasoning that can not only retain the semantic information of knowledge, but also establish the quantifiable relationship among embeddings. In this paper, we propose a recursive neural knowledge network (RNKN), which combines medical knowledge based on first-order logic with a recursive neural network for multi-disease diagnosis. After the RNKN is efficiently trained using manually annotated Chinese Electronic Medical Records (CEMRs), diagnosis-oriented knowledge embeddings and weight matrixes are learned. The experimental results confirm that the diagnostic accuracy of the RNKN is superior to those of four machine learning models, four classical neural networks and Markov logic network. The results also demonstrate that the more explicit the evidence extracted from CEMRs, the better the performance. The RNKN gradually reveals the interpretation of knowledge embeddings as the number of training epochs increases.