Very easily could be an alignment issue.
It's amazing what small little adjustments can do. I would start there.
Some people's knees apparently never do well with zero float (ability to move without unclipping). I personally like that feeling, but if you find even with correct adjustment (and a few tries with adjustment tweaking) that your knee still hurts you may have to switch pedals (seems people with very unhappy knees swear by speedplay's).