Knots are commonly found in nearby planetary nebulae (PNe) and star-forming regions. Within PNe, knots are often found to be associated with the brightest parts of the nebulae and understanding the physics involved in knots may reveal the processes dominating in PNe. As one of the closest PNe, the Helix Nebula (NGC 7293) is an ideal target to study such small-scale (∼300 au) structures. We have obtained infrared integral spectroscopy of a comet-shaped knot in the Helix Nebula using the Spectrograph for INtegral Field Observations in the Near Infrared (SINFONI) on the Very Large Telescope at high spatial resolution (50–125 mas). With spatially resolved 2-μm spectra, we find that the H2 rotational temperature within the cometary knots is uniform. The rotational-vibrational temperature of the cometary knot (situated in the innermost region of the nebula, 2.5 arcmin away from the central star) is 1800 K, higher than the temperature seen in the outer regions (5–6 arcmin from the central star) of the nebula (900 K), suggesting that the excitation temperature varies across the nebula. The obtained intensities are reasonably well fitted with 27 km s−1 C-type shock model. This ambient gas velocity is slightly higher than the observed [He ii] wind velocity of 13 km s−1. The gas excitation can also be reproduced with a photon-dominant region (PDR) model, but this requires an order of magnitude higher ultraviolet radiation. Both models have limitations, highlighting the need for models that treat both hydrodynamical physics and the PDR.