This is probably not the most elementary approach, but it follows from basic properties of discriminants and one simple computation.
In the following let $R$ be a ring. Recall that the discriminant can be defined for any $R$-algebra $A$, which is free and of finite rank as an $R$-module, ie. $A \cong R^n$ for some $n$ as $R$-modules. This property gives us the existence of the trace (and norm). The discriminant of $A$ is defined as
$$\Delta(A):=\det(\mathrm{Tr}(x_ix_j))_{i,j}, $$
where $x_1,\dots,x_n$ is an $R$-basis of $A$ and $\mathrm{Tr}=\mathrm{Tr}^A_R$ is the trace. Note that this gives a well-defined element
$$\Delta(A) \in R/(R^\times)^2,$$
where $(R^\times)^2$ acts on $R$ by multiplication. In particular it makes sense to talk about when $\Delta(A)$ is zero. In your case we obtain your discriminant by taking the $\mathbb{Z}$-algebra $\mathcal{O}_K$, which yields an integer because $(\mathbb{Z}^\times)^2=1$.
We are going to record two properties of the discriminant, which are easy to prove and will be very useful.
Lemma 1. Let $\phi:R\to S$ be a ring homomorphism and $f \in R[X]$ be a (monic) polynomial. Set
$$\Delta(f):=\Delta_R(f):=\Delta(R[X]/f).$$
Then we have
$$\phi(\Delta_R(f))=\Delta_S(\phi(f)).$$
Lemma 2. Let $A_1,A_2$ be $R$-algebras, which are free and of finite rank as $R$-modules. Then $A_1\times A_2$ is also free and of finite rank and
$$\Delta(A_1\times A_2)=\Delta(A_1)\Delta(A_2).$$
Note that with your assumptions and my notation, we have $\Delta(\mathcal{O}_K)=\Delta_\mathbb{Z}(f)$.
Let $p$ be a prime. Applying Lemma 1 to the projection $\mathbb{Z}\to \mathbb{Z}/p\mathbb{Z}$ we obtain
$$p \mid \Delta_\mathbb{Z}(f) \iff \Delta_\mathbb{Z}(f)\bmod p = 0 \iff \Delta_{\mathbb{Z}/p\mathbb{Z}}(\bar{f})=0, $$
where $\bar{f}$ is the reduction of $f$ mod $p$. We factor $\bar{f}$ in $\mathbb{Z}/p\mathbb{Z}[X]$ as
$$\bar{f}=\prod_{i=1}^{r}g_i^{n_i}, $$
where $g_i \in \mathbb{Z}/p\mathbb{Z}[X]$ are irreducible and $n_i>0$. Using Lemma 2 and the Chinese Remainder Theorem, we obtain that
$$p \mid \Delta_\mathbb{Z}(f) \iff \exists j : \Delta_{\mathbb{Z}/p\mathbb{Z}}(g_j^{n_j})=0.$$
Note that $\bar{f}$ has a double zero if and only if there is some $n_j>0$. Therefore we have reduced the proof to the following statement.
Lemma 3. Let $K$ be a field, $f \in K[X]$ be irreducible and $n>0$. Then
$$\Delta_{K}(f^n)=0 \iff n>1.$$
Proof: We apply Lemma 1 to the homomorphism $\phi:K\to \bar{K}$, where $\bar{K}$ is the algebraic closure of $K$. Using the fact that $\phi$ is injective, factoring $f$ in $\bar{K}[X]$ and using Lemma 2, we can assume that $K$ is algebraically closed. In that case we have
$$f=X-\alpha,$$
for some $\alpha \in K$.
In particular
$$K[X]/(X-\alpha)^n \cong K[X]/X^n. $$
Therefore we have reduced to the case of $f=X$. In that case one can easily compute $\Delta_K(X^n)$ by hand and verify the statement. This completes the proof.
Remark: Lemma 1 can be formulated more generally, as follows.
Let $\phi:R\to S$ be a ring homomorphism and $A$ a finite and free $R$-algebra. Then
$$A_S:=A\otimes_RS$$
is a finite and free $S$-algebra and we have
$$\phi(\Delta(A))=\Delta(A_S).$$