Bianchi or Safariland used to make an ankle holster like you are describing. It was taken off the market in the 1980's because it was too uncomfortable to wear.

There are several companies that make "ankle wallets" out of nylon and they may work for you. Or you could attempt to take police duty belt gear and attach elastic and velcro to make an ankle rig.

While working as store security I had my wife help me make one out of a nylon handcuff case and elastic strapping with velcro. It worked fine with cuffs and stayed in place. As cuffs weigh less than a pistol it wasn't as bad as ankle holsters I've worn over the years.

One thing though if you attempt it make sure it stays tight against the leg. Other wise it will both print, and or snag the pants and become a hinderance.

Also in some jurisdictions concealing a knife under garments is a legal no-no and can land you in the pokey, which is not my idea of fun.

Also you may want to look at a kit based upon a dive knife which already has straps attached.

Good luck, and keep us posted.