There are a few possible reasons for this. They range from, a scratch in the urethra due to the passing of a small stone, to an infection such as cystitis. You should really check with your doctor who can do a quick urine check for the presence of white blood cells that confirm an infection. Five days on antibiotics will fix that.
If you have been to the doctor and he said it is thrush, did he give you something to treat it. You don't have to have sex to get thrush or cystitis, try canesten cream. You can buy it over the counter from your local pharmacy.