Thigh pain. Artwork of a man holding his thigh in pain. The painful area is shown split open and glowing orange. Leg pain may be caused by cramps in the leg muscles, inflammation of the sciatic nerve (sciatica) or deep vein thrombosis. Deep vein thrombosis occurs when a blood clot, or thrombus, forms within a vein. If this happens in the leg it may cause pain, swelling and skin ulceration.