I have the same problem except that it is in both my thighs and it accures when I walk or when I stand and I also notice as soon as I do something like washing dishes or ironing with my hands in front of me the burning feeling is so bad, I sometimes start to weep because no one knows what I am talking about.
Hello,
Please visit a dermatologist and get yourself checked for eczema, shingles and other such skin diseases. Nervous system disorders rarely cause this kind of symptoms in this region
Regards