Hello and thank you for using JustAnswer Health for your question.
I see you are waiting for a reply so I thought I'd answer you although this is a difficult situation to determine the exact cause.
If it is colored different that your other leg in comparison, this does indicate that there is some circulatory issue at least in part. That it seems warm to touch could either indicate that there is difficulty with venous return, or that there is an infection. Typically if it were a problem so that arterial blood flows to the leg, but cannot return via the veins, there would be swelling as well.
Another possibility is neuropathy. Neuropathy can occur due to different things. It often happens over time due to poor circulation to the nerves. As the nerves begin to become compromised from lack of oxygen from damaged or clogged capillaries, there can be burning, tingling or pain. If the condition progresses, it can lead to numbness. This is most common in diabetics or those with atherosclerosis.
There are treatments. If you are able to take an aspirin (no problems with stomach or allergy) it might be a good idea to do this to assist with good circulation, and it may also help with discomfort.
I would say, if this pain or sensation of heat is quite intense and has occurred suddenly, then you should go to the ER to make sure there is not circulation compromise or even stroke. This is unlikely, but if there were any possibility of this it is better to be evaluated sooner rather than later. If this is the situation and you have no one to drive you call 911.
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