Knee Brace under or over exercise pants?

I usually only wear yoga type pants to the gym. I have decided that wearing my knee brace for chondromalicia (ACE Neoprene) will be best for me and stop using the excuse that I can't Spin/Combat/Pump b/c of my knee pain.

When I dug it out of my ski bag and put it on...my 1st thought was...DOES THIS BRACE MAKE MY LEG LOOK FAT b/c it obviously pushes on my thigh and BAM..there is my thigh! When I would wear it skiing..you could never tell under all the layers!