Data on common comorbidities targeting at different progression states of knee osteoarthritis (KOA) in continuous time are limited.To examine the associations between obesity, diabetes mellitus (DM), and cardiovascular disease (CVD) with the progression of KOA.Data were obtained from the Osteoarthritis Initiative for up to 48 months. Progression states of KOA were defined as (1) normal; (2) asymptomatic radiographic KOA (RKOA, Kellgren-Lawrence grade ≥ 2 in at least one knee); (3) only knee symptoms; (4) symptomatic KOA (SxKOA, a combination of RKOA and knee symptoms in the same knee). A multi-state Markov model was used to investigate the associations while accounting for potential confounders.Participants with obesity had an increased risk of developing RKOA [normal to asymptomatic RKOA, adjusted hazard ratio (aHR) 1.55, 95% confidence interval (95% CI) (1.07, 2.24); only knee symptoms to SxKOA, aHR 2.25, 95% CI (1.60, 3.18)], and an increased risk of developing knee symptoms [normal to only knee symptoms, aHR 1.45, 95% CI (1.15, 1.83); asymptomatic RKOA to SxKOA, aHR 1.33, 95% CI (1.16, 1.52)]. DM was also significantly associated with development of RKOA or knee symptoms [normal to asymptomatic RKOA, aHR 1.92, 95% CI (1.12, 3.30); normal to only knee symptoms, aHR 1.78, 95% CI (1.12, 2.84)]. Knee symptoms were less likely to be relieved among participants with CVD, compared with those without [only knee symptoms to normal, aHR 0.60, 95% CI (0.38, 0.94)].Obesity, DM and CVD are associated with an increased risk for SxKOA progression. Common comorbidities should be considered to prevent KOA development.© 2022. The Author(s), under exclusive licence to Springer Nature Switzerland AG.