Close Quarters Combat Weapon System

The Combat Knife is a United Nations Space Command infantry-sized knife.

The multi-purpose combat knife has a 20 centimeter (8 inches) blade made of high carbon steel coated for corrosion resistance and is 43.3 centimeters (1 foot, 5 inches) sheathed. All UNSC troops are issued with a combat knife for close quarters combat, for situations when ammo is scarce and is also and is balanced for throwing. It only appears in the novels and on the backs of ODSTs in Halo 2.

It cannot be used in the games. While some people believe it may be a usable weapon in Halo 3, as it was on the chest of one of the several MJOLNIR Armor Permutations, Bungie has repeatedly confirmed that the armor is strictly cosmetic.

ODST's
The only time a combat knife is seen is on the backs of Orbital Drop Shock Troopers, though they never use it.

Halo: Combat Evolved
In this E3 2000 flyer, it is apparent that earlier builds of the game were to have the combat knife be a usable weapon, as shown in the top right screenshot.

Trivia
The ODST Action Figure, made by Joyride Studios, has a Combat Knife that can be held by the figure.

Also, it was Spartan-104's favorite weapon. You may also notice that it appears in difficulty level badges from Normal to Legendary.

In Halo 3 Concept Art for EGM, a Spartan is shown with a combat knife on his right leg.