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Kingsley Shacklebolt is both an Auror (a Ministry-employed Dark wizard hunter) and a member of the Order of the Phoenix. Luckily, he is also the senior Auror in charge of the investigation of Sirius Black. So he is able to deflect and slow down the search for Sirius – while, of course, knowing exactly where Sirius is.
When Harry goes to his hearing at the Ministry of Magic, he watches Mr. Weasley and Kingsley pretend to discuss Sirius's case. Secretly, Kingsley passes Mr. Weasley a magazine that he thinks Sirius will find funny – so obviously, Kingsley has a sense of humor (though we don't see much of it in the novel). Kingsley is also present when Professor Dumbledore knocks out Fudge and Umbridge and disappears from Hogwarts in Chapter 27. Professor Dumbledore has to knock Kingsley out, too, so as not to arouse suspicion about his allegiances.