Though John Singleton Mosby did not surrender, he disbanded his partisan units shorty after the surrender. I have never seen his name associated with the klan, and it is doubtful that Mosby was at all involved with that terrorist organization. After the war Mosby became a Republican, backed Ullyses S. Grant politically and generally supported the Reconstruction effort. Since the original klan was organized to fight reconstruction in the south (among other things), it is highly unlikely Mosby would have supported it, much less been involved. Mosby was generally despised by other former Confederate officers for his post war views and activities.

This is not to say, however, that the men of Mosby's former command would have shared his views. Many members of the first klan had been soldiers in the war.