Quantitative assessments of prostheses performances rely more and more frequently on gait analysis focusing on prosthetic knee joint forces and moments computed by inverse dynamics. However, this method is prone to errors, as demonstrated in comparison with direct measurements of these forces and moments. The magnitude of errors reported in the literature seems to vary depending on prosthetic components. Therefore, the purposes of this study were (A) to quantify and compare the magnitude of errors in knee joint forces and moments obtained with inverse dynamics and direct measurements on ten participants with transfemoral amputation during walking and (B) to investigate if these errors can be characterised for different prosthetic knees. Knee joint forces and moments computed by inverse dynamics presented substantial errors, especially during the swing phase of gait. Indeed, the median errors in percentage of the moment magnitude were 4% and 26% in extension/flexion, 6% and 19% in adduction/abduction as well as 14% and 27% in internal/external rotation during stance and swing phase, respectively. Moreover, errors varied depending on the prosthetic limb fitted with mechanical or microprocessor-controlled knees. This study confirmed that inverse dynamics should be used cautiously while performing gait analysis of amputees. Alternatively, direct measurements of joint forces and moments could be relevant for mechanical characterising of components and alignments of prosthetic limbs.