Will Knime support saving or loading the model in pickle format?? I think the python script only support jython code as per documentation can someone tell me whether it will also support python code.

KNIME Extensions
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Pickle is not a model or data format by itself but it would ‘wrap’ a Python object and store it to be brought back later.

If you want to use models between KNIME and Python you should look for example think about using PMML - mostly I have used MOJO model files from H2O.ai which can easily be shared between KNIME and Python (or R) - if you use the correct MOJO version (which is not so obvious, unfortunately) - eg:

KNIME 4.1* <-> H2O 3.2* (MOJO version 1.3)
KNIME 4.2* <-> H2O 3.3* (MOJO version 1.4)

With other model formats you would have to check if they could be used in a corresponding Python environment/package.

Which is why I like to use
Python or R -> H2O.ai -> MOJO-file -> KNIME (if you want with Sparkling Water on a Big Data cluster)