Recent advances in Multimodal Large Language Models (MLLMs) have significantly enhanced their capabilities; however, their spatial perception abilities remain a notable limitation. To address this challenge, multimodal data synthesis offers a promising solution. Yet, ensuring that synthesized data adhere to spatial common sense is a non-trivial task. Our approach addresses this critical gap by providing a systematic framework for generating spatially coherent data. In this work, we introduce SKG2DATA, a novel multimodal synthesis approach guided by spatial knowledge graphs, grounded in the concept of knowledge-to-data generation. SKG2DATA employs an automated pipeline for constructing Spatial Knowledge Graph (SKG) that effectively captures human-like spatial cognition, including directional and distance relationships. These structured representations then serve as precise guidance for our integrated synthesis pipeline, where a diffusion model generates spatially-consistent images while a MLLM produces corresponding textual descriptions. The automated construction of SKG enables scalable generation of diverse yet realistic spatial configurations, overcoming the limitations of manual data collection and annotation. Extensive experiments demonstrate that data synthesized from diverse types of spatial knowledge, including direction and distance, enhance the spatial perception and reasoning abilities of MLLMs markedly, albeit with a slight cost to their general capabilities. We hope that the idea of knowledge-based data synthesis can advance the development of spatial intelligence. Code is available at https://github.com/zjunlp/Knowledge2Data.