Unlike in the first two games, this time Zero's weapons can't be leveled up. They all have their full capabilities from the beginning.
You begin the game with this. It's a handheld pistol that works similarly to other Mega Man buster weapons. It can have up to three bullets on screen at a time, and can be charged up to two levels. When fully charged, it fires a bigger, more powerful blast.
Zero's signature weapon. You begin the game with this. With it, Zero can perform a triple-slash combo while on the ground. It can also be charged. The charged slash is more powerful than a normal one.
You begin the game with this. It lets Zero deliver an open-palmed punch that can be aimed in any of seven directions (not straight down) by holding in the desired direction as you use it. Its range is fairly short, but it can be charged up for a stronger attack. It also lets Zero grab onto things like rails and wires and hang from them; you don't need to have it equipped for that, just hold as you fall past. The Zero Knuckle can also be used to pull certain objects.
The best feature of this weapon is that, when you kill most enemies with it, you can take other weapons from them and use them in place of the Knuckle. You can obtain a wide variety of weapons this way, which can have many different effects. The weapon you get replaces the Knuckle in your equipment slots, so you can't use the Knuckle again until you lose the new weapon, and thus you can only have one of these weapons equipped at a time. You can press to throw the new weapon away. Unequipping the new weapon or exiting the stage will automatically discard it. Some weapons come with a limited amount of ammo, or can only be used a limited number of times. Others can be used as much as you want, as long as you hang on to it. You can also damage enemies by throwing an obtained weapon at them. Note that you can't use the Knuckle or a weapon obtained with it while hanging from things, but you can still use the Buster and Saber.