It's a common belief that knights armor was heavier than a modern infantryman's equipment, when the reality is that they generally often weighed about the same or less than a modern equivalent. It also depends on the time frame and type of troop. Modern combat engineers would have heavier packs than an average infantryman, for instance.

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Medieval armies were a mixture of baggage trains and man-portable gear. Generally what would happen would be that persons effects such as arms, armor (In the event of your basic lightly armored footman), maybe a few days' worth of food, and basic necessities would be carried in a pack or on your belt, whereas more communal things would be drawn by horse (or more often donkey or mule) driven carts. This would be things like tents, cooking pots, and any loot or plunder acquired on the campaign. Your basic levy infantry and archers would be lightly armored, if they had armor at all, and so carrying it on them would be less tiring than it would be for a knight in full plate.

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Knights in general traveled with their own group of men and attendants, and so would not usually be physically carrying their own gear. Also, unless battle was expected imminently, for the most part you wouldn't wear it while marching, as it's a good way to cause unnecessary wear and tear, it would tire your horses out further, and would also be exhausting for the rider.