Actually, it's more likely you are having issues with your periformis muscle. It runs from your tailbone to your hip, and you can usually find it by pressing that area with your finger until you feel a needly/firey pain. Heat will only give you temporary relief, and may likely make it hurt worse after you remove it. Ice is ok, but unless you've had a sprain or inflammation, it won't do much for this particular issue.

To release the periformis and get it to relax, lie on your side with the bottom leg straight, a pillow between your legs, and the upper leg bent. Rest the upper leg on the pillow so that there is no strain on it, then reach back and, with thumb or palm, press into the muscle and hold it for 30 seconds, first near tailbone, then middle, then near hip. As you lift off the pressure, rub it in a circular motion. When finished with one side, massage entire area lightly, then turn and do the other side. This muscle is always a bit tender because we use it for almost everything we do, whether it's walking, running, or just standing. If you Google periformis you'll find a lot of helpful information. Hope this helps.