What causes pain down the outside of my leg when kneeling?

Iliotibial band. It is hard to be sure without an exam, but that sounds like a condition called iliotibial band syndrome. It's a large tendon that runs from the hip, down the outside of the thigh, and attaches just across the knee. It gets inflammed sometimes and causes these types of symptoms.
It coud be muscular . Or related to some internal issue with your knee joint. If this is causin an issue, see an orthopedic surgeon for an evaluation and treatment plan.