In this position the black knight is CHECKING the white king.
Remember the knight can jump over the pieces in the way so this really is a CHECK.
The white king cannot move because he is surrounded by his own men.
And none of them can CAPTURE the knight.
So again it's CHECKMATE.
We also use the word MATE which means exactly the same thing: it's just a shortened form of CHECKMATE.
This sort of CHECKMATE with a KNIGHT is known as a SMOTHERED MATE.