K-Nearest Neighbor (kNN)-based deep learning methods have been applied to many applications due to their simplicity and geometric interpretability. However, the robustness of kNN-based classification models has not been thoroughly explored and kNN attack strategies are underdeveloped. In this paper, we propose an Adversarial Soft kNN (ASK) loss to both design more effective kNN attack strategies and to develop better defenses against them. Our ASK loss approach has two advantages. First, ASK loss can better approximate the kNNs probability of classification error than objectives proposed in previous works. Second, the ASK loss is interpretable: it preserves the mutual information between the perturbed input and the kNN of the unperturbed input. We use the ASK loss to generate a novel attack method called the ASK-Attack (ASK-Atk), which shows superior attack efficiency and accuracy degradation relative to previous kNN attacks. Based on the ASK-Atk, we then derive an ASK-Defense (ASK-Def) method that optimizes the worst-case training loss induced by ASK-Atk.