The Gossip Girl star said that playing with the weapon helps her to feel more "relaxed".
Momsen told Metro: "I have a knife collection. I have my favourite black knife with me all the time. It's a switchblade. It relaxes me to flick it. I close it and open it."
The 16-year-old actress and musician said that she almost sparked a security alert on a recent flight, saying: "I flew from New York to Los Angeles and still had a couple of knives in my purse. I thought I took them all out but they got tucked up in the folds.
"I went through security, took them on the plane, opened my bag to get my wallet in Los Angeles and they fell out. I was like, 'Holy s**t!'"
Momsen has previously revealed that she hates being viewed as a role model, saying: "When I walk outside with a cigarette and someone takes a picture of it and puts it on the internet, it's not my problem.
"I'm just living my life and I'm not gonna live my life for other people. I didn't get into this to be a role model for 7-year-olds. I have no interest in doing that."