Wikipedia states in its article on knot invariant that
Other examples are knot polynomials, such as the Jones polynomial, which are currently among the most useful invariants for distinguishing knots from one another, though currently it is not known whether there exists a knot polynomial which distinguishes all knots from each other.
But there is no citation provided. I could not find any such claim on the internet. Are all the known knot polynomials incomplete?
It is not known whether there exists a knot polynomial that is a complete invariant, i.e., one that would uniquely identify all knots. In particular, the Alexander polynomial, the Jones polynomial, and the HOMFLY polynomial are not complete. As far as I know, also the coloured HOMFLY polynomial is believed to be incomplete.
A reference can be found in some lecture notes and slides of talks. As an example, the lecture notes by Matt Skerritt introduce several knot polynomials. In section $4$, on page $22$ the problem is posed, to find a complete knot invariant (so it is an open problem, in particular for polynomials). Another references are the following slides by Madalina Hodorog, page $47$:
"Presently, there is no complete polynomial invariant for knots!"