They may not have growing pains if it is that it may be a good idea to ask the Doctor what he thinks may be the trouble .,is he well otherwise ?
His twin brother and his colleagues in the club have the same exercise frequency. Maybe he is weaker than them?
At 4 years old it is possible that he is getting a lot of exercise and pressure on his knees, children do get growing pains .is it possible to lessen the training ?