The doctor will most likely be useless even when you have lost weight, as from my experience (and those of others around me) they seem to know very little about the musculo-skeletal system.
So... go to a physio if you want something useful (i.e. a good, sport-oriented physio), and have a think about your joint mobility.
Depending on your professional history (i.e. sedentary/active job), you probably have issues around your hips that are preventing correct and painless movement around your knee; similar problems can also afflict your ankles, too, and can all stack up to make any back pain pretty obnoxious.
So yes - losing weight will help knee pain (if we're talking osteoarthritis, here): last time I looked (around 7-ish years ago when finishing my PhD), a 20% reduction in weight could lead to up to an 80% reduction in pain (studies vary from 30% weight to 70% pain, etc.)... either way, losing weight is not just a health issue, but a misery issue, too. So you are going about this the right way. Good work.
