Muscle strengthening may be difficult to achieve in knee osteoarthritis (OA) due to pain. A large knee adduction moment (KAM), representing medial relative to lateral knee load, may also relate with pain during strengthening exercise. The objective of this study was to examine relationships between knee pain status and electromyography (EMG) amplitude of knee muscles during squat and lunge exercises. We also evaluated relationships between pain and KAM during these exercises. Forty-two women with symptomatic knee OA participated. Knee pain intensity and frequency were captured with two reliable and valid questionnaires. Motion analyses of squat and lunge exercises were completed. Total average EMG amplitude across five muscles of the lower limb and average KAM were calculated from the static portion of these exercises. Multiple regression analyses examined the relationships between pain and total average EMG amplitude; and pain and average KAM during squats and lunges. Pain improved the model for KAM from the trailing leg of a lunge. Pain did not improve any other model. Overall, pain may not be a useful indicator of EMG amplitude or KAM during exercise in knee OA.