The variant of the single-impurity Kondo problem in which the conduction-band density of states has a power-law pseudogap at the Fermi energy is known to exhibit a zero-temperature phase transition at a finite exchange coupling. The critical properties of this transition are studied both for N=2 and for N>>1, where N is the spin degeneracy. The critical exponents are consistent with a simple scaling form for the free energy. For any finite N, the temperature exponent of the local spin susceptibility at the critical Kondo coupling varies continuously with the power of the pseudogap. This raises the possibility that a single-particle pseudogap is responsible for the anomalous behavior of certain heavy-fermion metals close to a magnetic quantum phase transition.