How are you?
Burning pain in the thigh indicates peripheral neuropathy which can occur due to diabetes or B12 deficiency. Other causes can be nerve compression in the lower back or hip and peripheral arterial disease.
You can take B complex supplements and see if they help. If the pain still persists it is better to get it evaluated by a neurologist.
Thank You for responding I will take your advice which is much appreciated, I recently recovered from a fractured hip maybe this is the cause. Thank You Again