Or it is not your knees and something else physical that causes your knees to be in pain, or it is your knees, either way you need a dr who listens and investigates to find the source. For me it has been autoimmune disease. It took a lot of doctors and specialists along with me making a lot of noise to get to the bottom of it. But don't settle for no answers, it isn't worth it in the long run.

Exercise has helped me tremedously too, and I am no longer on meds either. I am trainkng for a half marathon despite my physical illness and pain, because I want to do it, and feel like choosing isn't an option I want to take.

I guess I try not to look at it as physical vs mental. The two do affect each other and are both part of whole wellbeing, they are connected, and our brains are a physical organ as well.

Hopefully you can find out what is causeing the pain, so that you can find a way to manage the problem. But I wouldn't choose between the two as they both lead to good health or neglected they can both lead to ill health.