How old is he and how long have you had him? It sounds like this came on suddenly, but without any obvious injury? In that case I would start with an adjustment from a good chiropractor. I had trouble like this while retraining my OTTB, and the chiro helped him a ton. I also had saddle troubles that were resolved after a visit from the saddle fitter and an adjustment to the flocking. If that doesn't help, you're probably going to need a lameness exam with a vet and some x-rays to find the problem area. The you'll have some treatment options depending on what the problem is.
FYI, even if it is saddle fit, he may remain sore for a while after you switch back to the better fitting saddle. He may also need a chiro adjustment before he is back to normal. I hope it's something simple and your guy is feeling his best again soon!
Tug on anything at all and you'll find it connected to everything else in the universe.~John Muir