Your thigh pain is undoubtedly caused by an active "trigger point" in one of your thigh muscles. What I would suggest is going all over that entire area, inch by inch, deeply with your fingers until you locate a VERY tender spot (or there could be more than one) that is causing your pain. When you locate this (or these) you can do deep self massage on that area with your paired thumbs for short periods of time (no more than a minute) several times a day over a period of several days.
"Trigger points" are very small knots in the muscles of the body, which both shorten & weaken the muscle & cause pain sometimes in the immediate area, but often radiate pain to totally different areas.
For further reference, I suggest you check out Clair Davies' recent book on the subject of trigger point therapy self-treatment, particularly Chapter 9, "Hip,Thigh & Knee Pain". I myself woke up with a very sore, aching mid-thigh several weeks ago for some unknown reason that lingered on for several morning hours, but after referring to my copy of his book (I had misplaced it & was hunting frantically) & using his massage technique for only a few minutes, all pain went immediately away & as of today at least, has never returned. I personally most often use it to stop lower or mid backaches in their track, but that's another chapter.
Your situation sounds like something you can easily handle yourself & would not need professional intervention.