It may take some time to sort out what's happening. When tests are negative, a wait-and-see approach can help as symptoms get better or worse naturally. If they get worse, the quality and type of pain or other symptoms may help define the problem. For example, pain that's worse with activity and better with rest, points to a soft tissue or bone problem.
The doctor can use and repeat certain clinical tests to stress the tendons, bursae, joint, and ligaments. A repeat X-ray may be needed but other more advanced imaging studies may be better. For example, magnetic resonance arthrography (MRA) may help identify problems inside the joint. This is an MRI with dye injected into the joint to show any damage, tears, or degenerative changes of the cartilage lining the joint.
Knowing if the problem is inside or outside the hip joint can be helpful. Injecting a numbing agent into the joint can help answer this question. If the painful symptoms are eliminated with the injection, it's considered intraarticular or inside the joint.
Sometimes arthroscopy is the only way to accurately diagnose the problem. A long, thin needle with a tiny TV camera on the end is inserted into the joint. The doctor sees what's going on inside the joint up on a TV screen or monitor. This is an invasive test that requires surgery so it's not the first test done.
Give your doctor and yourself some time to sort through various clinical tests to rule out one thing at a time. If symptoms get worse and no diagnosis is made, then perhaps a second opinion would be helpful.