Substantial evidence has supported that moxibustion stimulates a unique phenomenon of Deqi, heat-sensitive moxibustion sensation. This study consisted of a multicenter, prospective cohort study with two parallel arms (A: heat-sensitive moxibustion sensation group; B: nonheat-sensitive moxibustion sensation group). All forms of moxibustion were applied unilaterally on the right leg with a triangle shape of three acupuncture points simultaneously (bilateral Xi Yan (EX-LE5) and He Ding (EX-LE2)). After one month the primary outcome parameter GPCRND-KOA showed significant differences between groups: trial group 5.23 ± 2.65 (adjusted mean ± SE) 95% CI [4.44~6.01] versus control group 7.43 ± 2.80 [6.59~8.26], P = 0.0001. Significant differences were manifested in total M-JOA score during the follow-up period (P = 0.0006). Mean knee circumference indicated significant difference between the groups (P = 0.03; P = 0.007). Overall, this evidence suggested that the effectiveness of the Deqi sensation group might be more superior than the non-Deqi sensation one in the treatment of KOA. This study was aimed at providing scientific evidence on the Deqi sensation of moxibustion and at showing that heat-sensitive moxibustion sensation is essential to achieve the preferable treatment effects of KOA.