Knowledge graphs are widely used in information retrieval as they can enhance our semantic understanding of queries and documents. The main idea is to consider entities and entity relationships as side information. Although existing work has achieved improvements in retrieval effectiveness by incorporating information from knowledge graphs into retrieval models, few studies have leveraged knowledge graphs in understanding users' search behavior. We investigate user behavior during session search from the perspective of a knowledge graph. We conduct a query log-based analysis of users' query reformulation and document clicking behavior. Based on a large-scale commercial query log and a knowledge graph, we find new user behavior patterns in terms of query reformulation and document clicking. Our study deepens our understanding of user behavior in session search and provides implications to help improve retrieval models with knowledge graphs.