Hi there, I too have the burning sensations on my thighs as well as other areas sometimes (lower back, tummy) I had my mirena for 2 and a half years and have had it removed for 9 months now. The burning would normally come around the time of my period or ovulation but at the moment I seem to have it more often which is very stressful and also think anxiety does make it worse. Will be interested to see if any suggestions come from your doctor, please keep us informed.