I have a kernel image and would like to debug with kgdb. The .config also not available, otherwise I could check the flags in it.
In /proc/sys/ folder also there is no entry about kgdb.
Is there any way to check whether that image is kgdb enabled or not?
If your kernel image was compiled with the options
CONFIG_IKCONFIG=y
CONFIG_IKCONFIG_PROC=y
then you can get the kernel image's configuration from /proc/config.gz or by using
/pathtokernelsource/scripts/extract-ikconfig pathtokernelimage > /tmp/config
From there you can search for CONFIG_KGDB using grep or zgrep depending on whether you are viewing the compressed or uncompressed configuration file.
/pathtokernelsource/scripts/extract-vmlinux pathtokernelimage > /tmp/vmlinux will also extract the vmlinux executable from the image.
If this has symbols them you can search for kgdb_arch_init or kgdb_arch_* in either the output of nm on this file or in the System.map for your kernel image as Mats Petersson mentioned in the comments.