We study the entanglement in the one-dimensional Kondo necklace model with exact diagonalization, calculating the concurrence as a function of the Kondo coupling J and an anisotropy η in the interaction between conduction spins, and we review some results previously obtained in the limiting cases η = 0 and 1. We observe that as J increases, localized and conduction spins get more entangled, while neighboring conduction spins diminish their concurrence; localized spins require a minimum concurrence between conduction spins to be entangled. The anisotropy η diminishes the entanglement for neighboring spins when it increases, driving the system to the Ising limit η = 1 where conduction spins are not entangled. We observe that the concurrence does not give information about the quantum phase transition in the anisotropic Kondo necklace model (between a Kondo singlet and an antiferromagnetic state), but calculating the von Neumann block entropy with the density matrix renormalization group in a chain of 100 sites for the Ising limit indicates that this quantity is useful for locating the quantum critical point.