Try resting it and ice. It may be that you are continuing to aggravate the injury by using it. Especially if it muscular, tendons or ligaments.
Sometimes , resting and ice does wonders and allows some healing, lessens inflammation by doing so.
It may, depends on what might be causing the pain. If its muscular or tendon/ligament related, then an xray won't show that. Xrays are good for ruling in or out fractures, arthritis, bone related abnormalities.
It could be muscular, ligament or tendon related, or even bursitis that is causing the on going pain.