Insofar as iconography goes, there likely some roots in that imagery associated with the legend of St. George slaying the dragon. The Golden Legend (c. 9th century) describes St. George coming to the rescue of a princess who was sacrificed to a dragon in order to appease its vengeful nature. Through the power of his Christian faith, St. George slays the dragon and rescues the princess, compelling the kingdom to convert to Christianity.

St. George slaying the dragon has been a hugely popular artistic subject for centuries, so no doubt the connection between a knight (St. George, after all, is depicted in full armor), a dragon, and a fair maiden ended up getting stripped of it's obvious religious connotations over hundreds of years.