From Halopedia, the Halo wiki
The energy dagger is an energy melee weapon employed by the Sangheili warriors. It is mounted on the wrist of most Sangheili combat armor, and is used to carry out assassinations. These daggers were only used by a handful of Covenant fleets, though it is unclear as to why they were not ubiquitous.
The design bears much resemblance to the Type-1 Energy Weapon/Sword. Unlike the Energy Sword, however, it ends in a single point as opposed to the dual prongs of the Energy Sword. It appears to be mounted to a device worn on the wrists of the user. It is possible to use two daggers simultaneously, with one on each wrist.
List of appearances