Pinched Nerves. A pinched nerve in the hip may burn, tingle or ache. This may be accompanied by numbness moving down the leg. Herniated disc, pregnancy, muscle strain, sitting for long periods, bone spurs or being overweight can cause this pain. As with sciatic nerve pain, rest and over-the-counter medications can be helpful in easing discomfort during healing. Anything that causes an increase in pain should be avoided during this time. Most pinched nerves will resolve themselves in a few days but should be investigated by your doctor if the pain lasts more than a week.