Meralgia? If it involves the lateral aspect of the thigh and is not associated with any weakness, one possibility is meralgia paresthetica. This condition is due to compression of a nerve by the inguinal ligament, and can be relieved by weight loss. If the symptoms are persistent, medications for neuropathic pain or a local nerve block can be helpful. Meralgia can also be a first sign of diabetes.
Pinched nerve. Either in spine or near lumbar plexus nerves may be pinched. See a neurologist for some serious cause.