Long-horizon embodied intelligence requires agents to improve through interaction, not merely to execute plans generated from static goals. A central challenge is therefore to transform past executions into knowledge that can shape future decisions. Minecraft provides a representative testbed for this problem, where tasks such as crafting tools, building redstone components, and obtaining diamond equipment involve long prerequisite chains and are frequently disrupted by missing tools, blocked paths, GUI failures, or stagnant execution. To this end, we propose \textbf{MineEvolve}, a knowledge-driven self-evolution framework that converts execution feedback into actionable behavioral knowledge. MineEvolve first uses \underline{\emph{\textbf{\ding{182}Monitor}}} to convert each subgoal execution into typed feedback, including state changes, inventory changes, failure types, progress signals, and stagnation indicators. \underline{\emph{\textbf{\ding{183}Inducer}}} then derives reusable skills from successful executions and remedies from failed or stagnant executions. \underline{\emph{\textbf{\ding{184}Curator}}} validates, merges, filters, and retrieves these knowledge entries, while \underline{\emph{\textbf{\ding{185}Adaptor}}} uses them to repair the unfinished part of the plan under repeated failures or stagnation. Experiments on the Minecraft MCU long-horizon task suite show that MineEvolve consistently improves performance across multiple language-model planners, with larger gains on high-dependency task groups. Ablation and knowledge-accumulation studies further demonstrate that converting execution signals into structured behavioral knowledge is an effective path toward self-evolving embodied agents in long-horizon environments. Our code is available at https://github.com/xzw-ustc/MC-MineEvolve.