You need to set GLOBAL options for this.
I have this header as standard for my docs, altering it as required:
### Set global and markdown global options
```{r global.options, include = TRUE}
knitr::opts_chunk$set(
    cache       = TRUE,     # if TRUE knitr will cache the results to reuse in future knits
    fig.width   = 10,       # the width for plots created by code chunk
    fig.height  = 10,       # the height for plots created by code chunk
    fig.align   = 'center', # how to align graphics in the final doc. 'left', 'right', 'center'
    fig.path    = 'figs/',  # file path to the directory where knitr shall store the graphics files
    results     = 'asis',   # knitr will pass through results without reformatting them
    echo        = TRUE,     # in FALSE knitr will not display code in the code chunk above it's results
    message     = TRUE,     # if FALSE knitr will not display any messages generated by code
    strip.white = TRUE,     # if FALSE knitr will not remove white spaces at the beg or end of code chunk
    warning     = FALSE)    # if FALSE knitr will not display any warning messages in the final document
```
Also, please, check that you have set output type in the beginning of the doc:
---
title:  "blah-blah"
author: "Denis Rasulev"
date:   "November 2015"
output: pdf_document
---