Steven Grant is a meek and shy person, with many people pushing him around for that reason. Despite being frustrated with people constantly mistreating him, Grant rarely stands up to them and instead passively accepts the abuse. Additionally, Grant is extremely lonely; he has no friends or family members in his life that he can talk to. This has made him quite socially oblivious, as he often vents all of his frustrations to a local performer acting as a living statue, who, quite obviously, does not respond to anything Grant says. However, despite his lack of social skills, Grant appears to have a great deal of care for other people's well being. He is disgusted to find out about the people Marc Spector killed using his body and also allowed the latter to regain control in order to protect civilians from a jackal.
Steven Grant is an incredibly anxious and jumpy person. This is not only reflected in his day-to-day life, where he shows signs of anxiety in social interactions, but also whenever he's confronted with the dangerous aspects of Marc Spector's life bleeding into his own. Whenever Grant is put into a dangerous or horrific situation, he is absolutely terrified and will do little more than try to run away or hide. After transforming into Mr. Knight, Grant seemed to gain more confidence than usual due to his newfound strength and was even willing to help Marc and Layla more often when Marc was still in control. However despite this anxiousness, he does have a strong sense of morality. After being told by Arthur Harrow's plans and killing innocent people and children in Ammit's name, he is visibly disgusted wanting nothing to do with Harrow and Ammit's cult.
Due to being a manifestation of Marc's grief upon losing his mother and his desire for a loving mother, Grant became a loving son who was highly close with his mother who only remembered a loving childhood due to his mother's love. This manifestation came to existence because Marc had to avoid grieving his mother's death due to the sheer amount of pain that it bought him. Despite, struggling when realizing that his life was all a manifestation of Spector's fears, Grant came to terms with himself as he realized that he and Spector were one and the same, just different parts of the same person both were originally afraid to become. As a result, Grant become far more confident and vocal, becoming strong enough to help Marc understand that his mother was wrong about him, and he should forgive himself for his mistake as a child.