Despite the promising evaluation results by knowledge distillation (KD) in natural language understanding (NLU) and sequence-to-sequence (seq2seq) tasks, KD for causal language modeling (LM) remains a challenge. In this paper, we present a novel perspective of knowledge distillation by proposing plug and play knowledge distillation (PP-KD) to improve a (student) kNN-LM that is the state-of-the-art in causal language modeling by leveraging external logits from either a powerful or a heterogeneous (teacher) LM. Unlike conventional logit-based KD where the teacher’s knowledge is built-in during training, PP-KD is plug and play: it stores the teacher’s knowledge (i.e., logits) externally and uses the teacher’s logits of the retrieved k-nearest neighbors during kNN-LM inference at test time. In contrast to marginal perplexity improvement by logit-based KD in conventional neural (causal) LM, PP-KD achieves a significant improvement, enhancing the kNN-LMs in multiple language modeling datasets, showing a novel and promising perspective for causal LM distillation.