Corporate Captain reported flying direct to destination Knoxville instead of the fix OCATL due to both sounding similar.

Narrative

We received a clearance to proceed direct to what we heard was Knoxville; TN (TYS) from ATC. Upon receiving this clearance; we read back proceed directed to Knoxville and ended the readback with thank you. After the readback we input the turn into the FMS and proceeded directed to Knoxville. After approximately 3 to 5 minutes ATC came back on and said we were not cleared to Knoxville and to turn to a head of 280. At which time ATC sent a new route via CPDLC with the first fix; OCATL. After proceeding direct to OCATL; we clarified with ATC that we heard and read back clear to Knoxville." They said no we were clear to OCATL. It appeared that there was a miscommunication between ATC and the crew. They cleared us directed to OCATL and we heard and read back directed to Knoxville. When we read back to proceed to Knoxville and ATC never corrected us; apparently hearing that we said directed OCATL. We feel that the closeness of how the fix's name (OCATL) and our destination name (Knoxville) sounds led to both the crew and ATC missing the clearance and readback."