This can be caused by a number of things. You could have a pulled muscle for instance.

There are five abductor muscles in that area that assist you in walking; if you pulled or strained one of those muscles that could effect your walking. One test for a pulled muscle in that area is more difficulty in squeezing your legs together. If you have a muscle pull then ice and rest may help. 

A hernia can cause this kind of pain as well. Hernia often show up as feelings of pressure which turns into pain. You can often see a bulge in the area where the hernia is. 

Hip bursitis occurs when the bursa sacs which cushion the joints become inflamed. One of the hip bursa are on the inside of the hip and can cause pain in this area. Hip bursitis usually responds well to ibuprofen and rest. 

There are other possibilities as well. You'll have to see a doctor to figure out what's going on and to get it resolved. Good luck!