In every definition I see, a (classical) knot is an embedding of $S^1$ in $S^3$ or $\mathbb{R}^3$. But my lecturer said that the complement of a knot in $S^3$ is open, hence the knot is closed. But I'm not able to prove the fact that a knot should be closed, because embeddings are not required to be closed.
Am I missing something? Is it by definition closed?
The statement
means
Your mistake is thinking that the word "closed" refers to the map $k\colon S^1\to S^3$ being a closed map. Not only should it be clear that a statement of the form
refers to a subset of a topological space, it doesn't make any sense if you try to fill in the blank with a function.
So, to summarize: it is quite standard for "a knot $k$" to refer either the map $k\colon S^1\to S^3$ itself, or its image $k(S^1)$, interchangeably and without notice. Use context to figure out what is intended.