A Knudsen pump operates under the thermal transpiration effect or the thermal edge effect on the micro-scale. Due to the uneven temperature distribution of the walls in the channel axis direction or the constant temperature of the tips on the walls, directional thermally-induced flow is generated. In this paper the Direct Simulation Monte Carlo (DSMC) method is applied for N2–O2 gas mixtures in the ratios of 4:1, 1:1, and 1:4 with different Knudsen numbers in a classic rectangular Knudsen pump to study the flow characteristics of the gas mixtures in the pump. The results show that the changing in the gas physical properties does not affect the distribution of the velocity field, temperature fields, or other fields in the Knudsen pump. The thermal creep effect is related to the molecular mass of the gas. Even in N2 and O2 gas mixtures with similar molecular masses, N2 can be also found to have a stronger thermal creep effect. Moreover, the lighter molecular weight gas (N2) can effectively promote the motion of the heavier gas (O2).