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Since the KKK was a secret organization, it is doubtful that you would find that information unless the person was arrested or his membership was mentioned in a newspaper article.
Dear Ms. Darby,
Thank you for posting your request on History Hub!
The National Archives does not have membership lists for the KKK. If any specific individuals or groups were investigated by the federal government, there may be Department of Justice (DOJ) or Federal Bureau of Investigation (FBI) case files concerning them.
We searched the National Archives Catalog and located the General Index to Litigation Case Files, 1904 - 1951 in the General Records of the Department of Justice (Record Group 60) that indexes the case files for this time period. To request a search of the index, please contact National Archives at College Park - Textual Reference (RDT2) via email at firstname.lastname@example.org with the full names of the persons of interest.
To request a search for records of the Federal Bureau of Investigation (FBI) pertaining to specific individuals, please file a Freedom of Information Act (FOIA) request with the FBI. For instructions, please visit their website at Requesting FBI Records. If the case file has been transferred to the U.S. National Archives, the FBI will provide you with the file number necessary to request the file from the Archives.
Due to the COVID-19 pandemic and pursuant to guidance received from the Office of Management and Budget (OMB), NARA has adjusted its normal operations to balance the need of completing its mission-critical work while also adhering to the recommended social distancing for the safety of NARA staff. As a result of this re-prioritization of activities, you may experience a delay in receiving an initial acknowledgement as well as a substantive response to your reference request from RDT2. We apologize for this inconvenience and appreciate your understanding and patience.
You also may wish to contact Emory University Emory Libraries for records relating to university staff. Plus, we located a Ku Klux Klan collection, circa 1875-1990 (bulk 1920-1929) in their online finding aids. Lastly, the Georgia Bureau of Investigation or the Georgia Archives may have may have historical lists of KKK members.
We hope this is helpful. Best of luck with your research!