You need to set GLOBAL options for this.
I have this header as standard for my docs, altering it as required:
### Set global and markdown global options
```{r global.options, include = TRUE}
knitr::opts_chunk$set(
cache = TRUE, # if TRUE knitr will cache the results to reuse in future knits
fig.width = 10, # the width for plots created by code chunk
fig.height = 10, # the height for plots created by code chunk
fig.align = 'center', # how to align graphics in the final doc. 'left', 'right', 'center'
fig.path = 'figs/', # file path to the directory where knitr shall store the graphics files
results = 'asis', # knitr will pass through results without reformatting them
echo = TRUE, # in FALSE knitr will not display code in the code chunk above it's results
message = TRUE, # if FALSE knitr will not display any messages generated by code
strip.white = TRUE, # if FALSE knitr will not remove white spaces at the beg or end of code chunk
warning = FALSE) # if FALSE knitr will not display any warning messages in the final document
```
Also, please, check that you have set output type in the beginning of the doc:
---
title: "blah-blah"
author: "Denis Rasulev"
date: "November 2015"
output: pdf_document
---