Some penguins would dress up as Knights by obtaining different types of armor and shields, most commonly during Medieval Parties to brighten up the atmosphere. There were five types of knight armor: gold, iron, white, crimson and silver. Knights sometimes pretended to save princesses and danced with them at ballrooms to convince onlookers. They also pretended to fight dragons.
- See also: Armor (disambiguation)
- Silver Knight Armor: Purchased from the Penguin Style and Medieval Catalog.
- Golden Knight Armor: Finish Ye Knight's Quest (2009).
- Iron Knight Armor: Finish Ye Knight's Quest (And Princesses too!) (2010) (2012).
- White Knight Armor: Finish Ye Knights Quest 3 (2011) (2012).
- Crimson Knight Armor: Purchased from the Penguin Style in 2012.
- Knightly Helmet: Purchased from the September Penguin Style in 2013.
Knights could also wear green, orange, purple, and blue shields. During the Medieval Parties, these four colors were competing at snowball catapults at the Snow Forts and jousting at the Ice Rink. This has led penguins to believe there were four rival Medieval kingdoms. In 2011 and 2012, there were red, yellow and blue shields. In 2012, there was a Steel Shield. With shields, knights can wear tabards. There were six types of tabards: red, blue, yellow, green, purple and orange. Tabards could match with the shields.
- For the Medieval Party 2008, Gary dressed up as a Silver Knight as seen in the newspaper.
- Ironically, the Golden Armor had a shield, while the Silver Armor did not have a shield, and while the Silver Armor had shoes, the Golden Armor does not. This might be so that the amount of items would be balanced.
- Gary once said that the armor of the knight's costumes at the Medieval Party 2012 would have to be made of real armor.
- There was a You Decide! poll for what items to add to the May 2015 version of Penguin Style, with a green and yellow knight costume being one of the options. It lost, along with a pink version of the We Come in Peace Costume, to the Caramel Apple Costume.