Jesus is saying that many call him "Lord" (that is, master), but their actions prove the He is not their Lord (rather they are). Simply acting religious (eg. going to church, tithing, doing good deeds) does NOT make one a follower of Christ. In Jesus' time, the Pharisees were the most "religious" people around. They tithed (to the exact penny), fasted, kept the law (even added things to make sure they followed it "to the letter"), were the most learned teachers of the law - yet Jesus repeatedly condemned their "religious efforts". Today many people go to church, give to the poor, and do good deeds (as if doing these things will somehow "earn" them a better standing with God), but in their hearts they harbor hated or envy towards their neighbor, they cheat others, they slander, and lust after the flesh. Sure, they may know OF God, but they don't really "know" God; and because of that they are not "known" by Him ("I never knew you").