Knuckles is honest, independent, headstrong, devoted to his duty and often gullible. He is very serious and usually likes to be by himself, but can be relied upon to help out whenever the planet needs saving. In all versions of the Sonic universe Knuckles has a rivalry in some form with Sonic. He appears to be jealous of his independent nature and freedom.[3] Knuckles being easily tricked into believing Sonic is the bad guy has become a recurring theme in the Sonic universe.

Knuckles' personality varies, depending on the universe - the Knuckles of the Sega games is extremely stubborn and is loyal to his duty, although he does go with Sonic and company to save the world far more often than his counterparts in other continuities. He is easily fooled into walking into traps. Knuckles is said to be shy in his bio in Sonic Jam, which is not consistent with the new games, but can be backed up by the way he acts awkwardly around girls like Amy, Blaze and especially Rouge In Sonic Adventure 2, he claims that he is not scared of ghosts before the level, Pumpkin Hill, but before fighting King Boom Boo he reveals his true fear.

The Knuckles of the Sonic Anime is a devoted treasure hunter (perhaps because there are no Chaos Emeralds involved in the story), almost carefree and quite goofy at times. He is said to be Sonic's best friend, but he's still more serious than Sonic and he knows his priorities.