According to Sheldon, the answer is yes. In the Opening Night Excitation (season 9, episode 11), Sheldon tells Penny and Bernadette that "Amy enjoys knitting her own sweaters, so I was thinking of getting her an all expenses-paid trip to the Wisconsin Sheep & Wool Festival" as a birthday gift.
Any true knitter would be thrilled with such a treat, but in the end, Sheldon foregoes the wool festival and opts to celebrate her birthday by consummating their relationship, a choice Amy embraces with enthusiasm. That's all well and good, but let's get back to the issue at hand.
As an avid knitter who often has BBT reruns playing in the background while I work on projects, I've seen no evidence Amy knits sweaters. With the exception of one cardigan that might have been handcrafted, all of her knitwear appears to be commercially produced. The one exception that comes to mind is the caramel cabled cardigan she wears at the end of The Celebration Reverberation (season 11, episode 11).
Plus, we've never seen her wield knitting needles onscreen, there are no baskets of yarn or WIPs anywhere in her apartment, and the afghan displayed on the couch in her old apartment was crocheted.
So what say you: Does Amy knit her sweaters?
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Planning ahead? You can learn more about the Wisconsin Sheep & Wool Festival here.