Knives are Belphegor's signature weapons.
Though Belphegor has incredible skill and accuracy with throwing knives, the real weapons are the nearly invisible wires tied onto the handles of the knives.
Thus, there are two different ways of using the knives. The first is directly aiming at the target, and piercing them that way; the other is throwing knives almost haphazardly into the surrounding area, with a result of surrounding his opponent with the wires, making movement for the enemy difficult as they would be cut if they did so, therefore trapping and immobilizing the opponent.
Rasiel, Belphegor's twin brother, is also able to use knives as weapons, and they both used to fight each other using them when they were kids. However, it seems that Rasiel stopped using knives when he obtained his Box Weapons.