I had knee pain, but I wore a sleeve type support on both knees, and that helped. I'm now trying to wean myself off them, as I think I need to develop the right muscles to support my knees properly, but the sleeves got me through to running a good distance without pain, and weight loss, which I think will have eased the pressure. They have a silicon 'donut' sort of gel pad that circles the kneecap, and then a sleeve with supportive sides to keep your knee on the right track.
I first used the very expensive original German ones, but after they wore out, I switched to the cheaper ones from Amazon (about £10 each) and they seemed fine. They also eventually wore out (the side stays are metal, and eventually snap), so I have some wrap around ones that I'm trying now, but they are less comfortable/supportive (though were cheaper, and possibly more convenient to get on/off, which will extend their longevity, as it was the pulling off that weakened the metal supports in the others). But it's because the latest ones are least supportive that I've been trying a few runs without anything now. You can also get ones that just have a gel pad that goes below the kneecap, but I didn't find they helped.
I also wore very supportive trainers, plus custom Ennertor insoles (I had a lot of foot/ankle/kneen problems as I'm hypermobile), and those absorbed a lot of force, which I think helped as well. Now I can run up to about 16km without knee pain.