I'm wondering if there is anything you guys do for knee pain and treatment.
I do a combination of what is advised by Flatfish and Bill
My choices are one of these two things depending on how bad my knee hurts. The worse the pain is the more likely I would need to see the doctor. Not every knee pain demands a trip to the doctor, but you are the only one that can tell if your pain is a result of over-training and wearing your knee out. Or if it's a more serious issue.
For me, my first step is to ice and Rest even if you are going to see a doctor. I follow the
R.I.C.E method from when I took 3 years of sports medicine in high school. In reality I don't always use the compression because the injuries that I get don't always involve swelling. I treat all of my injuries regardless of how small. The bigger injuries usually require me to use compression. You should always take care of an injury regardless of how small. I give my knees a rest when I feel a small discomfort, I don't push like I used to do when I was younger. When I was younger it was always about pushing through, but I learned the hard way that sometimes, pushing through makes the problem worse. Had I slowed things down when I felt the discomfort then I could have completely healed within one or two days of rest.
Don't let injuries heal on their own. Always treat them. If the injuries are still bad then see a doctor. Some doctors will actually tell you that if a pain persist beyond a certain amount of time then you should see the doctor. But they usually follow that up with. "listen to your body." You known when something isn't right and might need more attention than what you can do.
I would also do what Bill suggested which is to pay attention to my body mechanics of how I do a round house kick. When my knee is better I would do a round house kick slow enough where I can pay attention to what's going on with my standing leg. I need to see if I'm twisting on my knee or not. If you kick too fast then you may not be able to detect the twisting. You don't need to kick in slow motion, but the kick has to be at a speed that will allow you to take note of your body mechanics. Keep in mind it may not be a big twist. It may be small twisting that you don't notice when you are kicking hard. Take a video of you doing a round house kick to help you analyze your kicking mechanics.
Also ask your teach to take a look at your round house. Let him know what trouble you are having. He may be able to see something you don't.
My guess is that you either over-trained and wore your body out or your kicking mechanics are off and you are twisting on the knee.
. People at the dojo say my low roundhouse has bad mechanics because I tend to not "drop my weight into it each time" but the higher it goes they say the better I am at doing them. 
