A basic question about regularity of Boltzmann solutions in the presence of physical boundary conditions has been open due to characteristic nature of the boundary as well as the non-local mixing of the collision operator. Consider the Boltzmann equation in a strictly convex domain with the specular, bounce-back and diffuse boundary condition. With the aid of a distance function toward the grazing set, we construct weighted classical solutions away from the grazing set for all boundary conditions. For the diffuse boundary condition, we construct solutions for and weighted solutions for as well. On the other hand, we show second derivatives do not exist up to the boundary in general by constructing counterexamples for all boundary conditions.

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