Single image dehazing, as a key prerequisite of high-level computer vision tasks, catches more and more attentions. Traditional model-based methods recover haze-free images via atmospheric scattering model, which achieve favorable dehazing effect but endure artifacts, halos, and color distortion. By contrast, recent learning-based methods dehaze images by a model-free way, which achieve better color fidelity but tend to acquire under-dehazed results due to lacking of knowledge guiding. To combine these merits, we propose a novel online knowledge distillation network for single image dehazing named OKDNet. Specifically, the proposed OKDNet firstly preprocesses hazy images and acquires abundant shared features by a multiscale network constructed with attention guided residual dense blocks. After that, these features are sent to different branches to generate two preliminary dehazed images via supervision training: one branch acquires dehazed images via the atmospheric scattering model; another branch directly establishes the mapping relationship between hazy images and clear images, which dehazes images by a model-free way. To effectively fuse useful information from these two branches and acquire a better dehazed results, we propose an efficient feature aggregation block consisted of multiple parallel convolutions with different receptive. Moreover, we adopt a one-stage knowledge distillation strategy named online knowledge distillation to joint optimization of our OKDNet. The proposed OKDNet achieves superior performance compared with state-of-the-art methods on both synthetic and real-world images with fewer model parameters. Project website: https://github.com/lanyunwei/OKDNet.