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Domain-specific language understanding requires integrating multiple pieces of relevant contextual information. For example, we see both suicide and depression-related behavior (multiple contexts) in the text ``I have a gun and feel pretty bad about my life, and it wouldn't be the worst thing if I didn't wake up tomorrow''. Domain specificity in self-attention architectures is handled by fine-tuning on excerpts from relevant domain specific resources (datasets and external knowledge - medical textbook chapters on mental health diagnosis related to suicide and depression). We propose a modified self-attention architecture Knowledge-infused Self Attention Transformer (KSAT) that achieves the integration of multiple domain-specific contexts through the use of external knowledge sources. KSAT introduces knowledge-guided biases in dedicated self-attention layers for each knowledge source to accomplish this. In addition, KSAT provides mechanics for controlling the trade-off between learning from data and learning from knowledge. Our quantitative and qualitative evaluations show that (1) the KSAT architecture provides novel human-understandable ways to precisely measure and visualize the contributions of the infused domain contexts, and (2) KSAT performs competitively with other knowledge-infused baselines and significantly outperforms baselines that use fine-tuning for domain-specific tasks.