how long has it been doing this? is it a dull ache, semi-numbness, or feels like it is completely "asleep"? Are you overweight or do you have diabetes? Are your toes discolored a blueish or purpleish color? you can call your local clinic and speak with a nurse, describe your symptoms, and they'll recommend if you should go to ER, set up appointment this week, etc. Sounds like you need to see a doctor. I haven't heard of anyone's leg going numb like that other than if they were sitting or laying on it where the blood wasn't circulating. People with diabetes have issues with blood circulating in their lower extremities and their toes and feet can turn blue/purple. My dad wouldn't go to the doctor when his toes started turning purple for months, and when he finally did, they had to amputate his foot. Not trying to scare you, but if it is really numb for a long time, you should get to the doctor. At least call the nurse and speak with her.. Wish you luck.
Yes, you do need to get it checked out.
There may be a pinched nerve in the lower back, causing this problem, or it could be a problem stemming from the actual knee itself.
Let me know how you get on.
Best wishes.