Is it correct to say if I would have?

The correct way to say this is with the past perfect in the “if” clause, and the conditional perfect in the “then” clause: Correct: If I had known that you were going to the movies, [then] I would have gone too. ... Incorrect: If I would have known that you were going to the movies, I would have gone too.

Can we use would have?

2: Because 'would' (and will) can also be used to show if you want to do something or not (volition), we can also use would have + past participle to talk about something you wanted to do but didn't. This is very similar to the third conditional, but we don't need an 'if clause'.