This could be a form of neuralgia, defined as "an intense burning or stabbing pain caused by irritation of or damage to a nerve." The typical pain associated with this condition is usually brief but may be excruciating. It often feels as if it is shooting along the course of the affected nerve.
In order to underpin such diagnosis, a complete and thorough neurological evaluation is necessary. As such you are advised to visit your family doctor to get examined. There are several and effective treatment options available and these will be determined based upon the details of your symptoms and your examination.