Knee Pain Dos and Don’ts! Never exercise or stretch to the point of pain. This can be tempting with your activities, but it’s important to know your body’s limits, and when your knees have had enough. Stretches, training programs may be more helpful and less painful than others if you are concerned about your knees. Stretching is important to maintain flexibility, loosen and lengthen tight muscles and relieve pain. Strong muscles help carry weight and relieve stress on the knee.