Innovative approach to teaching assumes the use of interactive methods and techniques not only for organizing the training process but also for controlling students' knowledge. Thus, the problem of finding and describing interactive, the most efficient students' knowledge control methods arises. The article focuses on various interactive students' knowledge control methods; analyses their opportunities on the basis of teachers' and the students' activity analysis and the mechanism of their interaction; actualization of students' motivational sphere and their need for self-rating and estimation. Intellectual game is reasoned as one of efficient students' knowledge control methods. The technique of using intellectual games for students' knowledge control that is based on the contextual principle, the principle of interlocution and reflexivity is described. The set of rules and the procedures containing a complex of methods which provide the logic of phases for carrying out intellectual games is stated. The elaborated methodology of students' knowledge control is offered for "interactive" students' knowledge control which is conceptually based on creative potential of students, development of their cognitive abilities, and formation of their abilities for auto analysis and self-rating and estimation. The value of the offered methodology consists in its application that gives the chance to carry out both training, and assessment of knowledge at different stages of the current, intermediate and total control on the unified basis while studying different disciplines.