Abstract.The process of game is actually the process of game behavior which is often accompanied by agent's epistemic process. And Knowledge is a key factor of epistemology. In the past, most of the time game theory confuses information with knowledge. This paper, based on game behavior, analyzes agent's knowledge differences from information. It also analyzes how agent reasons by hidden knowledge behind game behavior, as well as what kind of knowledge is involved in the process of reasoning, and what is the origin of the knowledge. This paper divides the agent's knowledge into two parts: common knowledge and private knowledge, which analyze the specific elements that are corresponding to them in games. In the end, it constructs a knowledge model of game agent, furthermore, by this model, the essence of knowledge held by agents in their game would be presented.