This happens alot with chronic pain. You need to go to a neurologist. peripheral neuropathy IS a diagnosis, but finding the cause of it can take time. One of the most common reasons for peripheral neuropathy is diabetes, like Alisha mentions, but it is also caused from many other things such as systemic diseases like lupus, vitamin deficiency, hormonal imbalances, kidney failure, infections, viruses such as shingles, herpes.... many, many reasons - but because the nature of the pain, you should really see a neurologist who specializes in this area. Chronic pain is very hard to deal with, but it can be managed and it takes time to get to the root of it. Be patient and be an advocate for yourself. The body is a remarkable mystery and not every doctor has all of the answers right away.
Good luck to you,