I've had hip replacement but when i cough or sneeze my hip hurts?

Likely back not hip: Many things refer pain to "hip." True hip pain is in the groin. If so try to make a figure 4 with that leg. If that significantly increases your pain go back to the hip doc. Else, if li is buttock pain you need a workup for facet arthrosis, disc disease or other spinal disease. Don't neglect a hip bursitis - on the side as is a TFL syndrome.The cough/sneeze bit points to spine pathology as No.1.