According to Atlas Obscura:
Whether women knitted codes into fabric or used stereotypes of knitting women as a cover, there’s a history between knitting and espionage. “Spies have been known to work code messages into knitting, embroidery, hooked rugs, etc,” according to the 1942 book A Guide to Codes and Signals. During wartime, where there were knitters, there were often spies; a pair of eyes, watching between the click of two needles.
You can read more about this here.
Ingebretsen’s doesn’t currently teach a code knitting class, but you never know what the future may hold.