When speaking to an officer, I would put it slightly differently: "He was going to kill me (or us). I had to stop him." Saying "I was shooting to stop the threat" sounds rehearsed -- people don't talk that way.
As Rob pointed out, deliberately shooting to wound may get you into a world of legal hurt. If you were in immediate danger of death or grave bodily injury, why did you shoot him in the leg instead of the center of the chest? And if you weren't in immediate danger of death or grave bodily injury, then why did you use lethal force by shooting him? You've put yourself into a legal no-win situation. If you weren't in immediate danger of death or grave bodily injury (which is implied by the fact that you shot to wound), then you have used deadly force when you weren't justified to do so -- congrats, you just admitted to some form of attempted murder.
Also, in terms of practicality, suggesting that you shoot someone in the knee seems to imply that you've taken Hollywood gun handling to heart, rather than the reality of the situation. Chances are that an armed confrontation will be in low-light. You'll be moving and he'll be moving. The knee is a small target to begin with and legs move around quite a bit, making it a very difficult target to hit. In contrast, the center of the chest is much larger and doesn't move as quickly. And if you actually do hit him in the knee, he scan still use a gun if he has one.
Then there is the question: was shooting him in the knee in accordance with your training?
I can honestly testify that my training was to shoot at the center of the chest, and if that doesn't work, to consider shifting aim to the head or pelvis. And I have documentation that I received and understood that advice in my training -- I mailed my training course notes to me and they are still in the sealed envelope.
