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At least, they don’t have them the way that adults do. In place of an actual bony kneecap (called a “patella”) to protect the knee joint, babies have a piece of cartilage. This is pretty standard for a baby. All bones start off as cartilage and become bones through a process called ossification. Much of this occurs in the womb, but there’s still some bone development that occurs after being born, and kneecaps are some of the last ones to finish up.
On the upside, this makes makes babies more flexible and durable than their parents. Their not-yet-fully-formed skulls are malleable enough to fit through a birth canal and through early childhood their growing bones are able to heal much faster. Turning the subject back to kneecaps, babies can fall on their knees without experiencing much pain. The shock is absorbed by soft, squishy cartilage, instead of hard bone. This is typically the case for the first 3-5 years of life, which is great since babies and toddlers are notoriously clumsy.
Read more about babies' kneecaps (or lack thereof) here. To learn more about children's advanced healing abilities click here.