I get a burning sensation at the top of my leg this happens a lot threw the day what is it?

Burning: This kind of sensation can suggest some irritation of a nerve, but also sometimes referred pain from a joint or muscle that might irritate surrounding nerves. Can also be early infection like shingles, though usually that is episodic. Precise answer would require better description of location and what seems to cause the symptom to occur (standing, sitting, etc).