My 4yo daughter frequently complain of leg pain especially when she is sleeping. Mostly at the back of knee cap and ankle. She can walk and jump as per normal when she is awake. Anyone has this experience before and appreciate your kind advise.

My son had this problem when he was 4 years old too. He kept complaining his leg was painful and even limped when he was awake. I took him to see a PD and did an x-ray, and everything was normal. Later I started asking around, and was told it could be "growing pain". You can read more about it (http://kidshealth.org/en/parents/growing-pains.html). I'll suggest for you to monitor the behaviour of your child and also observe her leg to ensure there are no swelling or bruises. If you notice any abnormalities, best to get it checked out by the PD.