The most common cause of thigh pain are the following meralgia paresthetica which is because of a nerve getting pinched and may cause numbness tingling or burning sensation in the lateral aspect of the thigh ( outer part) usually this pain is there at all times and  not relieved at rest the other cause may be radiating from the hip or knee so that needs to be checked out and usually this pain is associated with the movement of the Joint and should not be present at rest so even after taking medicines it is not subsiding you should definitely see orthopaedic doctor as soon as possible the above are only common causes there are a few uncommon causes which can only be ruled out after seeing the patient and investigations