In this position paper, we propose that Knowledge Graphs (KGs) are one of the prime approaches to support the programming of autonomous software systems at the knowledge level. From this viewpoint, we survey how KGs can support different dimensions of autonomy in such systems: For example, the autonomy of systems with respect to their environment, or with respect to organisations; and we discuss related practical and research challenges. We emphasise that KGs need to be able to support systems of autonomous software agents that are themselves highly heterogeneous, which limits how these systems may use KGs. Furthermore, these heterogeneous software agents may populate highly dynamic environments, which implies that they require adaptive KGs. The scale of the envisioned systems - possibly stretching to the size of the Internet - highlights the maintainability of the underlying KGs that need to contain large-scale knowledge, which requires that KGs are maintained jointly by humans and machines. Furthermore, autonomous agents require procedural knowledge, and KGs should hence be explored more towards the provisioning of such knowledge to augment autonomous behaviour. Finally, we highlight the importance of modelling choices, including with respect to the selected abstraction level when modelling and with respect to the provisioning of more expressive constraint languages.