Machine reading comprehension (MRC) is a crucial and challenging task in NLP. Recently, pre-trained language models (LMs), especially BERT, have achieved remarkable success, presenting new state-of-the-art results in MRC. In this work, we investigate the potential of leveraging external knowledge bases (KBs) to further improve BERT for MRC. We introduce KT-NET, which employs an attention mechanism to adaptively select desired knowledge from KBs, and then fuses selected knowledge with BERT to enable context- and knowledge-aware predictions. We believe this would combine the merits of both deep LMs and curated KBs towards better MRC. Experimental results indicate that KT-NET offers significant and consistent improvements over BERT, outperforming competitive baselines on ReCoRD and SQuAD1.1 benchmarks. Notably, it ranks the 1st place on the ReCoRD leaderboard, and is also the best single model on the SQuAD1.1 leaderboard at the time of submission (March 4th, 2019).