In addition to what Karin has already said, I assume you’ve observed his squat for any weakness in form. Did it start after you began training? What area of his knee? Did he use too much weight in his squats too soon? Is he overweight? You can see there are just too questions for us to give an answer on this one. 🙂 Could be anything, but if it persists I would also have him see a doctor.
Have him track when he feels his pain, and then refer.