I get the same thing in my 2004 WRX, it's probably the brake pads... the clips only push them in one direction (Up towards the top of the caliper), so when you brake going in the other direction, they move slightly and hit the caliper... it's completely harmless.
If the clips on the caliper were the other way around, the knocking would happen whenever you brake going forward, this happened to me and was MUCH more annoying!